Stationarizing Two Classes of Nonstationary Processes by Wavelet

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Stationarizing Two Classes of Nonstationary Processes by Wavelet

TANG Hongmin, XIE Zhongjie

Dept. of Prob. & Statist, School of Mathematical Sciences, Peking University, Beijing, 100871

Received:2003-01-15 Online:2004-01-20 Published:2004-01-20

用小波实现两类非平稳过程的平稳化

唐洪敏, 谢衷洁

北京大学数学科学学院概率统计系，北京，100871

Abstract

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 trans formation 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.

Key words: nonstationary, stationarizing, wavelet

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。

关键词: 平稳化, 小波, 非平稳过程

CLC Number:

TANG Hongmin,XIE Zhongjie. Stationarizing Two Classes of Nonstationary Processes by Wavelet[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.

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）.

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URL: https://xbna.pku.edu.cn/EN/

https://xbna.pku.edu.cn/EN/Y2004/V40/I1/19

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Stationarizing Two Classes of Nonstationary Processes by Wavelet

用小波实现两类非平稳过程的平稳化

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