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Proper way to combine wavelet coefficients from multiple rounds of analysis

I am doing signal analysis for a time series and the assumption of signal is S = F + e Where S is the original signal, F is the frequency component and e is white noise (auto-regressive time series ...
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188 views

How to eliminate border effects on Wavelet denoising?

After reading a few references here to wavelets, I'm trying to denoise (or at least 'compress') a time-series of forex prices using a Daubechy04 wavelet (forward tranform, 8 most important (in ...
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328 views

Practical Usage of Wavelets with Real Time Data

There are a lot of papers out there which make attempts to forecast or discuss the benefits of wavelets for frequency decomposition. Oddly, very few discuss the huge boundary effects that are present ...