用小波实现两类非平稳过程的平稳化(英文)

Stationarizing Two Classes of Nonstationary Processes by Wavelet

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。

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.