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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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16.7%33.3%50.0%66.7% · Jan 199319922001200920182026
48 results for Discrete Wavelet Transforms

Study compares WTT and DWT for FTIR data feature extraction of medicinal plants.

problem Improving machine learning efficiency with FTIR spectra of medicinal plants.
method Comparison of WTT and DWT for feature extraction, varying preprocessing steps.
result WTT and DWT yield similar results, improving clustering and classification accuracy.

In this work we propose a method for learning wavelet filters directly from data. We accomplish this by framing the discrete wavelet transform as a modified convolutional neural network. We introduce an autoencoder wavelet transform network that is trained using gradient descent. We show that the model is capable of le…

2018-02-08abs ↗pdf ↗

Wavelet Kolmogorov-Arnold Networks improve federated learning performance.

problem Improving performance in federated learning with heterogeneous data.
method Implemented Wav-KAN with CWT and DWT for multiresolution capability, integrating wavelet-based activation functions.
result Significant improvements in computational efficiency, robustness, and accuracy in federated learning.

Wav-KAN improves neural network interpretability and performance.

problem Challenges in interpretability, training speed, robustness, and performance of traditional neural networks.
method Integrates wavelet functions into the Kolmogorov-Arnold network structure for efficient data representation.
result Enhanced accuracy, faster training speeds, and increased robustness compared to existing methods.

Deep convolutional neural networks have led to breakthrough results in practical feature extraction applications. The mathematical analysis of these networks was pioneered by Mallat, 2012. Specifically, Mallat considered so-called scattering networks based on identical semi-discrete wavelet frames in each network layer…

2015-04-21abs ↗pdf ↗

The wavelet transform has seen success when incorporated into neural network architectures, such as in wavelet scattering networks. More recently, it has been shown that the dual-tree complex wavelet transform can provide better representations than the standard transform. With this in mind, we extend our previous meth…

2018-06-04abs ↗pdf ↗

Stockformer uses wavelet transform and multi-task learning to predict stock returns and trends.

problem Challenges in predicting market dynamics due to policy uncertainty and economic events.
method Integrates wavelet transformation and multitask self-attention networks to capture market trends and fluctuations.
result Stockformer outperforms existing models on multiple real stock market datasets, demonstrating exceptional stability and reliability.

Paper develops privacy-preserving mechanisms for machine learning using wavelet transforms.

problem Improper data privacy methods compromise user data even with small preliminary knowledge.
method Three privacy-preserving mechanisms with discrete M-band wavelet transform.
result Successfully retains both differential privacy and learnability in various machine learning environments.

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…

2009-10-27abs ↗pdf ↗

Faster and accurate JPEG2000 image classification without reconstruction.

problem Efficiently classify j2k-compressed images without reconstructing them.
method Train a deep CNN using DWT coefficients directly from j2k-compressed images, using different augmentation techniques.
result Achieved faster and more accurate classification of j2k images without additional computation.

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

System detects and predicts cardiac anomalies from ECG data.

problem Early detection of cardiac anomalies to reduce healthcare costs and mortality.
method Discrete Wavelet Transform (DWT) and Undecimated Wavelet Transform (UWT) for feature extraction; Bayesian Network Classifier for anomaly prediction.
result Average accuracy of 96.6% for PAC, 92.8% for MI, and 87% for PVC on real ECG datasets.

WaveLSFormer learns profitable trading policies from financial time series data.

problem Challenges in learning profitable intraday trading policies from financial time series data.
method WaveLSFormer uses a learnable wavelet-based long-short Transformer to jointly perform multi-scale decomposition and return-oriented decision learning.
result WaveLSFormer consistently outperforms MLP, LSTM, and Transformer backbones in trading performance.

New wavelet frames constructed from reproducing kernels for continuous and discrete domains.

problem Generating wavelet frames on non-Euclidean structures.
method Spectral filtering of integral operators associated with reproducing kernels.
result Discrete frames as Monte Carlo estimates of continuous frames, with finite-sample rates derived.

Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses the continuous wavelet transform and extracts scaling exponents from the wavele…

2006-08-01abs ↗pdf ↗

We propose a new framework for manifold denoising based on processing in the graph Fourier frequency domain, derived from the spectral decomposition of the discrete graph Laplacian. Our approach uses the Spectral Graph Wavelet transform in order to per- form non-iterative denoising directly in the graph frequency domai…

2016-11-29abs ↗pdf ↗

We introduce a wavelet-domain functional analysis of variance (fANOVA) method based on a Bayesian hierarchical model. The factor effects are modeled through a spike-and-slab mixture at each location-scale combination along with a normal-inverse-Gamma (NIG) conjugate setup for the coefficients and errors. A graphical mo…

2016-02-12abs ↗pdf ↗

Study proposes a new method for MRI image reconstruction using denoising autoencoders and undecimated wavelet transforms.

problem Efficient MRI image reconstruction using under-sampled data.
method Undecimated wavelet transform, denoising autoencoder, proximal gradient algorithm.
result The proposed method enhances MRI image reconstruction efficiency and robustness.

Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.

problem Inherently difficult stock price prediction due to low signal-to-noise ratio.
method Wavelet transform convolution, channel attention, and LSTM integration.
result Robust performance in post-pandemic market conditions.

Improved signal classification using multiple wavelets and their smooth coefficients.

problem Signal classification accuracy declines with reduced attributes.
method Transform data with multiple wavelets, combine outputs, apply ensemble classifiers.
result Proposed technique outperforms raw data and single wavelet approaches.

Wavelet features improve image clustering and segmentation accuracy.

problem Noise and lack of spatial context in pixel intensity-based methods.
method Modified K-means, Fuzzy c-means, and ACWE algorithms incorporating Wavelet features.
result Wavelet-based algorithms converge to different segmentation results based on frequency information.

Geometric wavelet scattering on manifolds improves neural network understanding.

problem Improving neural network understanding on manifold and graph domains.
method Defining a geometric scattering transform based on wavelet filters and nonlinearities.
result Generalizes deformation stability and local translation invariance to manifolds.

Dual model predicts electricity spot prices using neural networks and wavelets.

problem Forecasting hourly electricity spot prices.
method Dual generalized long memory modelling with k-factor GARMA and G-GARCH models, using LLWNN and PSO for variance prediction.
result The hybrid k-factor GARMA-LLWNN model outperforms other methods in forecasting accuracy.

Paper proposes a robust framework for detecting multiple periodic components in time series.

problem Detecting multiple periodic components in time series with interlaced patterns and external noise.
method Applying maximal overlap discrete wavelet transform to isolate periodic components, ranking them by wavelet variance, and detecting single periodicity robustly.
result The proposed algorithm outperforms other methods for both single and multiple periodicity detection.

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.

We introduce multiscale invariant dictionaries to estimate quantum chemical energies of organic molecules, from training databases. Molecular energies are invariant to isometric atomic displacements, and are Lipschitz continuous to molecular deformations. Similarly to density functional theory (DFT), the molecule is re…

2016-05-16abs ↗pdf ↗

3D scattering model predicts lithium-silicon formation energies.

problem Predicting formation energies of amorphous Li-Si materials.
method Steerable wavelet scattering for 3D signals, invariant to translations and rotations.
result State-of-the-art results compared to other machine learning methods.

A deep learning framework learns wavelet packet transforms for efficient feature extraction.

problem Efficiently extracting meaningful time-frequency features from high-frequency signals.
method Learnable wavelet packet transforms using deep learning.
result Improved spectral leakage and enhanced anomaly detection performance.

A new MLDS model captures nonlinear tensor time series with improved accuracy and efficiency.

problem Modeling and analyzing nonlinear tensor time series data.
method Transform-based multilinear dynamical system (MLDS) with EM algorithm for parameter estimation.
result Significantly higher prediction accuracy and exponential improvement in training time compared to state-of-the-art models.

The paper proposes using CWT and STFT for training neural speech models.

problem Training high-quality neural speech models.
method Proposes spectral amplitude and phase losses from STFT and CWT for training.
result Shows that CWT spectral loss can train a high-quality model as good as STFT-based loss.

Graph scattering transforms are stable to metric perturbations of network topology.

problem Stability of graph data representations under metric perturbations.
method Extending scattering transforms to network data using multiresolution graph wavelets and graph convolutions.
result Graph scattering transforms are stable to metric perturbations of the underlying network topology.