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Proceedings Paper

Analysis of random cascades using the wavelet transform: from theoretical concepts to experimental applications
Author(s): Alain Arneodo; J. Delour; Jean Francois Muzy
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Paper Abstract

We describe a formalism that allows us to study space (or time)-scale correlations in multiscale processes. This method, based on the continuous wavelet transform, is particularly well suited to study multiplicative random cascades for which the correlation functions take very simple expressions. This two-point space-scale statistical analysis is illustrated on synthetic multifractal signals and then applied to financial time series and fully developed turbulence data.

Paper Details

Date Published: 4 December 2000
PDF: 12 pages
Proc. SPIE 4119, Wavelet Applications in Signal and Image Processing VIII, (4 December 2000); doi: 10.1117/12.408640
Show Author Affiliations
Alain Arneodo, Ctr. de Recherche Paul Pascal (France)
J. Delour, Ctr. de Recherche Paul Pascal (France)
Jean Francois Muzy, Ctr. de Recherche Paul Pascal (France)

Published in SPIE Proceedings Vol. 4119:
Wavelet Applications in Signal and Image Processing VIII
Akram Aldroubi; Andrew F. Laine; Michael A. Unser, Editor(s)

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