dorsal/arxiv
View SchemaComment on Wavelet Analysis and scaling properties of time series
| Authors | R. B. Govindan |
|---|---|
| Categories | |
| ArXiv ID | physics/0701009 |
| URL | https://arxiv.org/abs/physics/0701009 |
Abstract
In a recent work Manimaran et al. [Manimaran et al., Phys. Rev. E 72, 046120 (2005)] propose to use multiresolution Daubechies (DB) wavelets to (detrend) remove the low frequency trends and subsequently to quantify the multifractal structure in a given time series. In this comment, by applying DB wavelets to the long range correlated data we show that in the presence of linear trends, the wavelets could not able to distinguish the correlations from trends. As the DB wavelets based detrending will not be able to quantify the correlations masked by trends, its multifractal extension can not always yield a correct estimate of the multifractal spectrum of the given data.
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"abstract": "In a recent work Manimaran et al. [Manimaran et al., Phys. Rev. E 72, 046120\n(2005)] propose to use multiresolution Daubechies (DB) wavelets to (detrend)\nremove the low frequency trends and subsequently to quantify the multifractal\nstructure in a given time series. In this comment, by applying DB wavelets to\nthe long range correlated data we show that in the presence of linear trends,\nthe wavelets could not able to distinguish the correlations from trends. As the\nDB wavelets based detrending will not be able to quantify the correlations\nmasked by trends, its multifractal extension can not always yield a correct\nestimate of the multifractal spectrum of the given data.",
"arxiv_id": "physics/0701009",
"authors": [
"R. B. Govindan"
],
"categories": [
"physics.data-an",
"physics.comp-ph"
],
"title": "Comment on Wavelet Analysis and scaling properties of time series",
"url": "https://arxiv.org/abs/physics/0701009"
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