| 用小波实现两类非平稳过程的平稳化 |
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| 引用本文： | 唐洪敏,谢衷洁.用小波实现两类非平稳过程的平稳化[J].北京大学学报(自然科学版),2004,40(1):19-28. |
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| 作者姓名： | 唐洪敏 谢衷洁 |
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| 作者单位： | 北京大学数学学院概率统计系,北京,100871;北京大学数学学院概率统计系,北京,100871 |
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| 摘 要： | 主要讨论了两类非平稳过程小波变换后的平稳性.利用小波的局部性及暗含的差分性质,证明了在小波变换后,分数差分平稳过程和可调和周期相关过程是平稳的.
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| 关 键 词： | 非平稳过程 平稳化 小波 |
Stationarizing Two Classes of Nonstationary Processes by Wavelet |
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| Abstract.Stationarizing Two Classes of Nonstationary Processes by Wavelet[J].Acta Scientiarum Naturalium Universitatis Pekinensis,2004,40(1):19-28. |
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| Authors: | Abstract |
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| Abstract: | The main purpose is to discuss the stationarity of two classes of nonstationary processes after wavelet transformations.Owing to the fact that the wavelet transformation possesses localization and implicit difference property,the authors show that after wavelet transformation,the fractionally differenced process and the harmonizable periodically correlated process may be changed into stationary processes. |
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| Keywords: | nonstationary stationarizing wavelet |
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