Using the Wavelet Transform for Multivariate Data Analysis and Time Series Analysis
We discuss the use of orthogonal wavelet transforms in multivariate data analysis methods such as clustering and dimensionality reduction. Wavelet transforms allow us to introduce multiresolution approximation, and multiscale nonparametric regression or smoothing, in a natural and integrated way into the data analysis. Applications illustrate the powerfulness of this new perspective on data analysis.
KeywordsWavelet Transform Wavelet Coefficient Multivariate Data Analysis Orthogonal Wavelet Detail Signal
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