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JOURNALS // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics // Archive

Izv. Saratov Univ. Math. Mech. Inform., 2016 Volume 16, Issue 2, Pages 217–225 (Mi isu639)

This article is cited in 6 papers

Computer Sciences

On applications of wavelets in digital signal processing

E. A. Rodionov

Russian State Geological Prospecting University, 23, Mikluho-Maklaya st., 117997, Moscow, Russia

Abstract: Discrete Wavelet transform associated with the Walsh functions was defined by Lang in 1998. The article describes an application of Lang's transform and some its modifications in analysis of financial time series and for the compression of fractal data. It is shown that for the processing of certain signals the studied discrete wavelet transform has advantages over the discrete transforms Haar, Daubechies and the method of zone coding.

Key words: digital signal processing, wavelets, Walsh functions, financial time series.

UDC: 519.72

DOI: 10.18500/1816-9791-2016-16-2-217-225



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