Using the Wavelet Transform for Multivariate Data Analysis and Time Series Analysis

  • Fionn Murtagh
  • Alexandre Aussem
Part of the Studies in Classification, Data Analysis, and Knowledge Organization book series (STUDIES CLASS)


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.


Wavelet Transform Wavelet Coefficient Multivariate Data Analysis Orthogonal Wavelet Detail Signal 
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Copyright information

© Springer Japan 1998

Authors and Affiliations

  • Fionn Murtagh
    • 1
  • Alexandre Aussem
    • 2
  1. 1.Faculty of InformaticsUniversity of Ulster Magee CollegeLondonderryIreland
  2. 2.Clermont-Ferrand II ISIMA, Campus des CezeauxUniversité Blaise PascalAubière CedexFrance

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