北京大学学报(自然科学版)
北京大學學報(自然科學版)
북경대학학보(자연과학판)
ACTA SCIENTIARUM NATURALIUM UNIVERSITATIS PEKINENSIS
2004年
1期
19-28
,共10页
非平稳过程%平稳化%小波
非平穩過程%平穩化%小波
비평은과정%평은화%소파
nonstationary%stationarizing%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.
主要討論瞭兩類非平穩過程小波變換後的平穩性.利用小波的跼部性及暗含的差分性質,證明瞭在小波變換後,分數差分平穩過程和可調和週期相關過程是平穩的.
주요토론료량류비평은과정소파변환후적평은성.이용소파적국부성급암함적차분성질,증명료재소파변환후,분수차분평은과정화가조화주기상관과정시평은적.
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.
