• OpenMetrics

Wavelet Analysis on Stochastic Time Series

A visual introduction with an examination of long term financial time series


Wavelet analysis is a method to decompose a time series into time-frequency space. This view offers interesting insights into the dominant modes of a time series and how those modes vary over time. The aim of this paper is to give an introduction into the field of wavelets by using a rather visual approach.


You may download the full paper via the following link icon:



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