共查询到18条相似文献,搜索用时 62 毫秒
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小波的传递函数构造法 总被引:2,自引:0,他引:2
本从小波与尺度函数的传递函数出发,给出了构造小波母函数及尺度函数的构造方法,根据此方法,首先以小波与其尺度函数的传递函数为起点,构造了一个非正交小波,随后以此小波和一个已有的非正交步波为基准,进一步推广得到了一类非正交小波及尺度函数类,在非正交小波的基础上,利用将尺度函数正交化的方法,构造出了相应正交小波的函数值。 相似文献
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杨爱珍 《应用数学与计算数学学报》1998,12(2):39-45
本文不仅给出一种构造局部性好的正交小波基的方法,并且给出了构造各种优良性质的正交小波基的一般思想方法。其特点:使构造的小波母函数有具体的表达式,既有较好的光滑性,又有很好的局部性,并且其收敛速度与│t│~(-(3k 1))同阶,其中k为任意自然数。这种方法不需要每次重新构造函数,只要改变k的值,就能满足不同实际问题的需要。 相似文献
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在随机设计变量情形 ,构造了回归函数的非线性小波估计以及自适应非线性小波估计 .证明了非线性小波估计在Besov空间中可达到最优收敛速度 ,自适应非线性小波估计在一大类Besov空间中可达到次最优收敛速度 ,即和最优收敛速度只相差lnn .这样 ,在随机设计变量情形 ,所构造的回归函数的非线性小波估计和在固定设计点下对回归函数所构造的非线性小波估计几乎具有相同的优良性质 .进一步 ,只要求误差有有界三阶矩 ,而不要求误差服从正态分布 . 相似文献
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在完全和右删失数据下,构造了回归函数g(x)的小波估计和改良小波估计,得到了估计量的若干强一致收敛速度。 相似文献
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讨论了L2(R2)空间中连续小波变换,分别得到由一元变换函数构造二元变换函数的二元小波变换及重构公式,得到重构公式在L2(R2)中范数收敛意义下成立的条件. 相似文献
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小波在股市数据分析中的应用 总被引:2,自引:0,他引:2
本文把股票日收益率时间序列看作一维时间信号 ,构造了新的小波母函数作为滤波器 ,对此时间信号做滤波处理 ,消除了数据的奇异性 ,从而可以宏观地预测股票日收益率走势 . 相似文献
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V. A. Skvortsov 《Mathematical Notes》1976,19(2):108-112
We construct an example of a zero series expansion in the Walsh system which converges to zero outside some closed M set of zero measure and converges to + at each point of this set. This shows, in particular, that in the theorem which says that a Walsh series which converges everywhere to a finite symmetric function is a Fourier series it is impossible to omit the requirement of finiteness and allow convergence of the series on a set of zero measure to an infinity of specified sign.Translated from Matematicheskie Zametki, Vol. 19, No. 2, pp. 179–186, February, 1976. 相似文献
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In this paper we study the convergence in norm and pointwise convergence of wavelet expansion in the Orlicz spaces,and prove that,under certain conditions on the wavelet,the wavelet expansion converges in the Orlicz-norm and also converges almost everywhere. 相似文献
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This paper is concerned in the option pricing in a discrete time incomplete market. We emphasize the interplay between option pricing and residual risk as well as imperfect hedging. It has been shown that the value of a European option satisfies a hyperbolic, rather than parabolic, partial differential equation. The closed-form solution for this hyperbolic equation has been obtained, which will collapse to the Black–Scholes formula as the time scaling converges to zero. 相似文献
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Guoliang Xue 《Numerical Algorithms》1995,9(1):1-12
In this paper we partially resolve an open problem in spherical facility location. The spherical facility location problem is a generalization of the planar Euclidean facility location problem. This problem was first studied by Katz and Cooper and by Drezner and Wesolowsky where a Weszfeld-like algorithm was proposed. This algorithm is very simple and does not require a line search. However, its convergence has been an open problem for more than ten years. In this paper, we prove that the sequence generated by the algorithm converges to the unique optimal solution under the condition that the oscillation of the sequence converges to zero. We conjecture that the algorithm is a descent algorithm and prove that the sequence generated by the algorithm converges to the optimal solution under this conjecture. 相似文献
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We deal with analogs of multicolor urn schemes such that the number of particles is not more than a given number. We introduce conditions which provide the convergence of random variables which is the maximal number of taken particles of the same color to a random variable that has values zero and one. We prove this convergence in the case when a number of taken particles is not more than a fixed number and number of colors converges to infinity. We also consider the case when the number of taken particles converges to infinity. 相似文献
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This paper is concerned with blow-up solutions for a semilinear parabolic system with a power type nonlinearity. Non self-similar blow-up solution is constructed by the matched asymptotic expansions. One component of this solution converges to the singular steady state, and another component converges to zero in self-similar variables. 相似文献
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考虑了时标上一类三阶非线性中立型动力方程,得到了该方程一切解振动或渐近趋于零的充分条件.特别地,所得结果推广了一些已有的结论. 相似文献
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We consider the nonlinear neutral differential equations. This work contains some sufficient conditions for the existence of a positive solution which is bounded with exponential functions. The case when the solution converges to zero is also treated. 相似文献