A new method for analyzing multifractal cross correlations in complex systems.
problem Characterizing long-range cross-correlations in complex systems.
method Multifractal Cross Wavelet Analysis (MFXWT)
result MFXWT accurately captures joint multifractality in binomial multifractal measures but may produce spurious results for bivariate fractional Brownian motions.
A new method detects long-range cross correlations in complex systems.
problem Detecting long-range cross correlations in complex systems.
method Joint multifractal analysis based on wavelet leaders (MF-X-WL).
result MF-X-WL detects cross correlations in synthetic and real-world data.
Wavelet-based CFC improves EEG seizure classification.
problem Improving accuracy in distinguishing ictal seizures from normal brain activity.
method Wavelet-based cross frequency coupling (CFC) for feature extraction, followed by t-test and QDA for classification.
result Wavelet-based CFC enhances classification accuracy of epileptic EEG signals.
Wavelet analysis reveals financialization effects on oil-food price correlation.
problem Investigating the correlation between oil and food prices and their determinants.
method Wavelet analysis and energy-based measures to differentiate high and low frequency movements.
result Significant local correlation between food and oil is due to financialization and emerging economies' demand.
Wavelet analysis reveals non-linear dynamics in cryptocurrency prices.
problem Understanding non-linear dynamics in high-frequency cryptocurrency prices.
method Wavelet analysis of frequency and time variables.
result Cyclical persistence at different frequencies in cryptocurrency prices.
Alternative wavelet analysis method for financial signals.
problem Analyzing oscillations in financial signals with noise.
method Modeling financial signals as isolated events producing ripples of various frequencies.
result Element analysis distinguishes between noise and logically matched generators.
The assessment of co-movement among metals is crucial to better understand the behaviors of the metal prices and the interactions with others that affect the changes in prices. In this study, both Wavelet Analysis and VARMA (Vector Autoregressive Moving Average) models are utilized. First, Multiple Wavelet Coherence (M…
Wavelet boosts gradient boosting, improving accuracy, especially in imbalanced data.
problem Improving gradient boosting performance, especially in imbalanced data.
method Wavelet decomposition of trees in gradient boosting.
result Wavelet-based gradient boosting outperforms existing methods, especially in imbalanced data.
A new wavelet method for analyzing lead-lag effects between financial assets.
problem Analyzing lead-lag relationships between financial assets.
method Wavelet-based framework bridging continuous-time and discrete-time models.
result Developed an asymptotic theory for multi-scale analysis of lead-lag effects.
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for their performance in following trend inflation and predicting future inflation.…
Wavelet analysis reveals limitations in detecting multifractality in signals with isolated singularities.
problem Detecting multifractality in signals with isolated singularities using detrended fluctuation analysis and wavelet leaders.
method Comparison of detrended fluctuation analysis and wavelet leaders on signals with isolated singularities.
result Signals with isolated singularities can artefactually give rise to broad multifractal spectra, leading to incorrect inference of multifractality.
Harmonic analysis on directed graphs for signal modeling and semi-supervised learning.
problem Signal analysis on directed graphs.
method Introduced a Fourier-type basis using eigenvectors of the random walk operator, developed wavelet transforms for multi-scale analysis.
result Efficiency of the proposed framework for semi-supervised learning and signal modeling on directed graphs.
VDWs enhance graph neural networks for analyzing complex data.
problem Analyzing data on non-Euclidean geometries.
method Incorporating vector diffusion wavelets into geometric graph neural networks.
result VDW-GNNs effectively analyze synthetic and real-world data.
Proposes mWDN for interpreting time series analysis.
problem Lack of effective modeling for frequency information in time series analysis.
method Wavelet-based multilevel neural network structure (mWDN).
result Demonstrates excellent performance and interpretability of mWDN models.
A new WNN framework selects wavelet bases for efficient learning.
problem Challenges in constructing accurate wavelet bases and high computational costs in WNN.
method Introduces a constructive WNN that selects initial bases and trains functions by introducing new bases for predefined accuracy while reducing computational costs.
result Significantly improves computational efficiency through a frequency estimator and wavelet-basis increase mechanism.
Enhances DSN with multi-family wavelet transforms and sparsity.
problem Improving interpretability and expressive power of DSN.
method Multi-family wavelet transforms and optimal thresholding.
result Enhanced robustness and diversity of scattering coefficients.
We consider the Nordic electricity spot market from mid 1992 to the end of year 2000. This market is found to be well approximated by an anti-persistent self-affine (mean-reverting) walk. It is characterized by a Hurst exponent of H≃0.41 over three orders of magnitude in time ranging from days to years. We argu…
In this paper, we contribute to the literature on energy market co-movement by studying its dynamics in the time-frequency domain. The novelty of our approach lies in the application of wavelet tools to commodity market data. A major part of economic time series analysis is done in the time or frequency domain separate…
Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.
problem Identifying and visualizing coherence among multiple time series.
method Fast spectral similarity based on cosine similarity metrics of Fourier-transformed signals and sparse time-frequency wavelet coherence.
result Scalable real-time system for low-latency inference and monitoring of inter-signal relationships.
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transient, non-statistical and locally structured variations. For that purpose, we make use of Daubechies wavelet and characterize the fractal beha…
Neural network classifies liver cancer patients based on genomic data.
problem Classifying liver cancer patients into high-risk and low-risk groups.
method Data expansion using wavelet analysis, compression of wavelet coefficients, training a neural network model.
result The neural network model accurately classifies patients without survival time information.
Wavelet Attribution Method (WAM) improves feature attribution for deep models.
problem Inability of pixel-based heatmaps to capture data structure and variability in feature attribution.
method Wavelet domain for feature attribution, leveraging spatial and scale-localized properties of wavelet coefficients.
result WAM provides quantitatively superior explanations across audio, image, and volume modalities.
In recent years, a rapidly growing literature has focussed on the construction of wavelet systems to analyze functions defined on the sphere. Our purpose in this paper is to generalize these constructions to situations where sections of line bundles, rather than ordinary scalar-valued functions, are considered. In part…
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.
We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific investment horizons during turbulent times holds. To do so, we utilize the continuous wavelet transform analysis and obtained wavelet power spectra which give the crucial information about the variance distribution across …
New method uses overcomplete frames for better acoustic scene analysis.
problem Improving acoustic scene analysis in real-world applications.
method Risk minimization-based overcomplete frame thresholding.
result Validated on bird activity detection task using wavelets.
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.
Wavelet transform clusters climate data into biomes.
problem Understanding climate biomes through complex data.
method Discrete wavelet transform for coarse-graining, ensemble classification, information theory.
result Efficient consensus clustering identifies climate biomes.
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various hedging horizons for a number of assets. The effectiveness of the dy…
This paper uses topology to analyze financial price scaling.
problem Analyzing scaling characteristics in financial data.
method Decomposes financial price series into components of total variation.
result Demonstrates the suitability of total variation for fractal analysis.
New model distinguishes Poisson processes from self-similar ones.
problem Distinguishing Poisson point processes from self-similar processes.
method Machine learning model based on inhomogeneous, compound Poisson point process.
result The model can distinguish Poisson point processes from self-similar processes.
Model predicts epileptic seizures by detecting preictal state using wavelet transform and PCA.
problem Predicting epileptic seizures before onset.
method Common spatial pattern filtering, wavelet transform for preprocessing, PCA for feature extraction, SVM for classification.
result Average sensitivity of 93.1% for 84 seizures in 23 subjects.
Study finds long memory in some emerging Asian stocks but not in developed markets.
problem Evaluating stock market efficiency in emerging vs developed markets.
method Improved wavelet estimator of long range dependence.
result Emerging Asian markets show more long memory in stock returns than developed markets.
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.
MathNet uses wavelets for graph representation and learning.
problem Graph Neural Networks (GNNs) for graph classification and regression.
method Multiresolution Haar-like wavelets, graph convolution, and pooling.
result MathNet achieves notable accuracy gains on graph classification and regression tasks.
This paper contributes to the literature on international stock market comovements and contagion. The novelty of our approach lies in application of wavelet tools to high-frequency financial market data, which allows us to understand the relationship between stock markets in a time-frequency domain. While major part of…
SWIFT improves time series forecasting on edge devices with wavelet decomposition.
problem Efficient time series forecasting on resource-constrained devices.
method Wavelet decomposition, cross-band fusion, and shared linear mapping.
result SWIFT achieves state-of-the-art performance on multiple datasets.
Logistic regression with wavelets achieves bacterial infection detection accuracy.
problem Interpreting complex biomedical signal models for high-stakes decisions.
method Wavelet features and knockoff variables for feature selection.
result Logistic regression outperforms neural networks in bacterial infection detection.
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…
No significant cointegration found between Indian stock index, gold, and crude prices.
problem Identifying a stable relationship between Indian stock index, gold, and crude prices.
method Discrete and Continuous Wavelet Analysis, Discrete Wavelet Transform, Granger Causality Test, Wavelet Coherence.
result No significant cointegration relation found between Indian stock index, gold, and crude prices.
Proposes a neural network method to learn wavelet filters from data.
problem Learning structured wavelet filters from raw data.
method Formulates discrete wavelet transform as a neural network, trains with gradient descent.
result Trained model produces wavelets similar to traditional Fourier-derived ones.
Graph-based denoising framework for smooth manifolds.
problem Denoising of signals on smooth manifolds.
method Spectral Graph Wavelet transform applied to the graph Fourier frequency domain.
result Significantly outperforms state-of-the-art denoising methods.
Wavelets help compress neural networks efficiently.
problem Efficiently compressing linear layers in neural networks.
method Learnable wavelet transforms to compress RNNs.
result Wavelet compressed RNNs have fewer parameters and perform competitively.
CGNNs use wavelets for continuous function generation in infinite-dimensional spaces.
problem Generating continuous functions in infinite-dimensional spaces for applications like inverse problems.
method Inspired by DCGAN, CGNNs use wavelet multiresolution analysis with convolutional and nonlinear layers.
result CGNNs can be injective under certain conditions on filters and nonlinearity, leading to Lipschitz stability estimates.
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.
Improved wavelet filters enhance neural network performance.
problem Enhancing wavelet transform for better neural network representations.
method Extending gradient-based filter learning to dual-tree wavelet transform.
result Directional filters improve dual-tree wavelet transform performance.
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression. This provides a new way to link hierarchical relationships in a multivariate time…
Wavelet and LSTM models improve stock price forecasting.
problem Predicting non-stationary stock prices.
method Wavelet Transform for denoising, SVR and LSTM for prediction.
result Improved accuracy in stock price predictions.