wavelet
در نشریات گروه ریاضی-
In this paper, a hybrid method for solving time-fractional Black-Scholes equation is introduced for option pricing. The presented method is based on time and space discretization. A second order finite difference formula is used to time discretization and space discretization is done by a spectral method based on Chelyshkov wavelets and an operational process by defining Chelyshkov wavelets operational matrices. Convergence and error analysis for Chelyshkov wavelets approximation and also for the proposed method are discussed. The method is validated and its accuracy, convergency and efficiency are demonstrated through some cases with given accurate solutions. The method is also utilize for pricing various European options conducted by a time-fractional Black-Scholes modelKeywords: Fractional Black-Scholes Equation, Chelyshkov Polynomials, Wavelet, Option Pricing, Error Analysis
-
International Journal Of Nonlinear Analysis And Applications, Volume:15 Issue: 5, May 2024, PP 353 -361Due to different influencing factors, drought is difficult to forecast. Hence, robust and accurate forecasting methods are needed. A method was presented to improve the accuracy of drought forecasts using the wavelet neural network and proximity information in satellite images. Satellite precipitation and evapotranspiration data were applied to calculate drought indices. And the drought intensity in different months of the following year was forecasted using the wavelet neural network method. To increase forecast accuracy and discriminate random changes from drought signals, proximity data in satellite images were used to forecast drought at the East Isfahan climate station. The results showed that the wavelet neural network method is able to forecast drought with reasonable accuracy. Also, using adjoining data may improve forecasting precision. The correlation between the target and predicted values was 0.675.Keywords: Drought, Forecasting, wavelet, Artificial Neural Network, Satellite image
-
In this study, we examine biorthogonal wavelets that are tailored to a specific discrete pseudo-differential equation of the form $T_{\sigma}u = f$, where $T_{\sigma}$ is an invertible discrete pseudo-differential operator defined on the lattice $\mathbb{Z}^{n}$ for every $f\in\ell^{2}(\mathbb{Z}^{n})$. Our focus is on computing Galerkin approximations of the solution to this problem using an adaptive algorithm.Keywords: Wavelet, Discrete Pseudo-differential operators, Error bound, Galerkin method, Approximation algorithm
-
This paper aims to improve the predictability power of a machine learning method by proposing a two-stage prediction method. We use Group Modeling Data Handling (GMDH)-type neural network method to eliminate the user role in feature selection. To consider recent shocks in Bitcoin market, we consider three periods, before COVID-19, after COVID-19, and after Elon Musk's tweeter activity. Using time-scale analysis, we decomposed the data into different scales. We further investigate the forecasting accuracy across different frequencies. The findings show that in shorter period the first, second and third lag of daily prices and trade volume produce valuable information to predict Bitcoin price while the seven days lag can improve the prediction power over longer period. The results indicate a better performance of the wavelet base GMDH-neural network in comparison with the standard method. This reveals the importance of trade frequencies' impact on the forecasting power of models.Keywords: Forecasting, Machine learning, wavelet, Bitcoin price, GMDH
-
Wavelet-Galerkin method is a powerful tool for the numerical solution of partial differential equations. The main aim of this paper is, by combining the finite difference method with the wavelet-Galerkin method, to solve some first order partial differential equation and we also show that this method can be useful for analytical solution of such equations.
Keywords: wavelet-Galerkin method, PDE, Wavelet, Multiresolution analysis -
International Journal Of Nonlinear Analysis And Applications, Volume:13 Issue: 1, Winter-Spring 2022, PP 2573 -2578
In this research, an attempt to address a problem that is still intractable for researchers in the field of diagnosing dynamic systems, including state space models, which are related to determining the type of process appropriate to the nature of the system and determining its rank. Accordingly, the wavelet method will be adopted in the diagnostic process and the parameters of these models will be estimated using the least squares method, applying this to real data and comparing the results based on a set of statistical and engineering criteria using the ready-made program Matlab.
Keywords: Time Series, State Space, Identification, wavelet -
در این مقاله مفهوم مجموعه های موجک روی گروه های آبلی موضعا فشرده با شبکه یکنواخت تعریف شده است. این تعریف تعمیمی از مجموعه های موجک در فضای اقلیدسی است. سپس با استفاده از تبدیل فوریه و تجزیه چند ریزه ساز این مجموعه ها مشخص شده اند. در ادامه مجموعه های مقیاس تعمیم یافته روی گروه های آبلی موضعا فشرده تعریف و بررسی شده اند و ارتباط بین مجموعه های مقیاس تعمیم یافته و مجموعه های موجک بیان شده است. در پایان با تعریف تابع بعد موجک روی گروه های آبلی موضعا فشرده، مجموعه های مقیاس تعمیم یافته مشخص شده و رابطه آنها با مجموعه های موجک بررسی شده است.
کلید واژگان: موجک، گروه آبلی موضعا فشرده، مجموعه موجک، تجزیه چند ریزه ساز، مجموعه های مقیاس تعمیم یافتهIntroductionAn orthonormal wavelet is a square-integrable function whose translates and dilates form an orthonormal basis for the Hilbert space . That is, given the unitary operators of translation for and dilation , we call an orthonormal wavelet if the set is an orthonormal basis for . This definition was later generalized to higher dimensions and to allow for other dilation and translation sets; let Hilbert space and an n × n expansive matrix A (i.e. a matrix with eigenvalues bigger than 1) with integer entries, then dilation operator is given by and the translation operator is given by for . A finite set is called multiwavelet if the set is an orthogonal basis for .The concept of a multiresolution analysis, abbreviated as MRA is Central to the theory of wavelets. There is much overlaps between wavelet analysis and Fourier analysis. Indeed, wavelets can be thought of as non-trigonometric Fourier series. Thus, Fourier analysis is used as a tool to investigate properties of wavelets.Another concept is wavelet set. The term wavelet set was coined by Dai and Larson inthe late 90s to describe a set W such that , the characteristic function of W, is the Fourier transform of an orthonormal wavelet on . At about the same time as the Dai and Larson paper, Fang and Wang first used the term MSF wavelet (minimally supported frequency wavelet) to describe wavelets whose Fourier transforms are supported on sets of the smallest possible measure. The importance of MSF wavelets as a source of examples and counterexamples has continued throughout wavelet history. A famous example due to Journe first showed that not all wavelets have an associated structure multiresolution analysis (MRA). The discovery of a non-MRA wavelet gave an important push to the development of more general structures such as frame multiresolution analyses (FMRAs) and generalized multiresolution analysis(GMRAs). In this paper we generalize wavelets and wavelet sets on locally compact Abelian group G with uniform lattice.
Material and methodsIn this paper, we investigate wavelet sets on locally compact abelian groups with uniform lattice, where a uniform lattice H in LCA group G is a discrete subgroup of G such that the quotient group G/H is compact. So we review some basic facts from the theory of LCA groups and harmonic analysis. Then we define wavelet sets on these groups and characterize them by using of Fourier transform and multiresolution analysis.
Results and discussionWe extend theory of wavelet sets on locally compact abelian groups with uniform lattice. This is a generalization of wavelet sets on Euclidean space. We characterize waveletsets by using of Fourier transform and multiresolution analysis. Also, we define generalized scaling sets and dimension functions on locally compact abelian groups and verify its relations with wavelet sets. Dimension functions for MSF wavelets are described by generalized scaling sets.In the setting of LCA groups, we define translation congruent and show wavelet sets are translation congruent, so we can define a map on G such that it is measurable, measure preserving and bijection.
ConclusionThe following conclusions were drawn from this research.Wavelet sets on locally compact groups by uniform lattice can be defined. This is a generalization of wavelet sets on Euclidean space.Characterization of wavelet sets on LCA groups can be done in different ways. A method is to use Fourier transform and translation congruent. Another way is to generaliz scaling set and dimension function.As an example, Cantor dyadic group is a non-trivial example that satisfies in the theory of wavelet sets on locally compact groups by uniform lattice. We find wavelet set and generalized scaling set for this group and show related wavelet is MRA wavelet.
Keywords: wavelet, locally compact abelian group, wavelet set, multiresolution analysis, generalized scaling sets -
The numerous methods for solving differential equations exist, every method have benefits and drawbacks, in this field, the combined methods are very useful, one of them is the wavelet transform method (WTM). This method based on the wavelets and corresponding wavelet transform, that dependent on the differential invariants obtained by the Lie symmetry method. In this paper, we apply the WTM on the generalized version of FKPP equation (GFKPP) with non-constant coefficient futt(x,t)+ut(x,t)=uxx(x,t)+u(x,t)-u2(x,t) where f is a smooth function of either x or t. We will see for suitable wavelets, this method proposes the interesting solutions.Keywords: Wavelet, Quasi-wavelet, Mother wavelet, The wavelet transform, Differential invariants, The GFKPP equation
-
International Journal Of Nonlinear Analysis And Applications, Volume:11 Issue: 2, winter spring 2020, PP 329 -337
This paper deals with the processing one of the most important biological signals. Interpretation of data taken from cardiac monitoring reveals useful information about individual health. The main purpose of the paper is to use numerical methods to interpret the electrocardiogram signals more accurately and detection QRS complex. All the data used in this article is from the MITBIH database [1]. The basic functions of the wavelet transforms have been tested with 3th and 4th decomposition levels on 1000 data (10 seconds of normal and arrhythmia heart rate).
Keywords: Electrocardiogram, ECG signals, wavelet, QRS complex -
The main aim of this paper is to construct an orthonormal wavelet on H2(D), the Hardy space of analytic functions on the open unit disc with square summable Taylor coefficients
Keywords: Hardy space, orthonormal basis, wavelet, multiresolution analysis -
In this paper, we apply Legendre wavelet collocation method to obtain the approximate solution of nonlinear Stratonovich Volterra integral equations. The main advantage of this method is that Legendre wavelet has orthogonality property and therefore coefficients of expansion are easily calculated. By using this method, the solution of nonlinear Stratonovich Volterra integral equation reduces to the nonlinear system of algebraic equations which can be solved by using a suitable numerical method such as Newton’s method. Convergence analysis with error estimate are given with full discussion. Also, we provide an upper error bound under weak assumptions. Finally, accuracy of this scheme is checked with two numerical examples. The obtained results reveal efficiency and capability of the proposed method.Keywords: Stochastic integrals, Operational matrix of integration, Wavelet, Legendre polynomials, Error analysis
-
In this work, we proposed an ef ective method based on cubic and pantic B-spline scaling functions to solve partial di fferential equations of frac- tional order. Our method is based on dual functions of B-spline scaling func- tions. We derived the operational matrix of fractional integration of cubic and pantic B-spline scaling functions and used them to transform the mentioned equations to a system of algebraic equations. Some examples are presented to show the applicability and e fectivity of the technique.Keywords: B, spline, Wavelet, fractional equation, partial differential equation, Operational matrix of integration
-
دراین مقاله، موجک های برنولی برای حل تقریبی معادلات دیفرانسیل کسری در یک بازه بزرگ ارائه شده اند. ماتریس عملیاتی مرتبه کسری انتگرال موجک های برنولی به دست آمده و استفاده شده تا معادلات دیفرانسیل کسری را به سیستم معادلات جبری تقلیل دهد. مثال های عددی برای انواع مختلف مسائل، شامل معادلات واندرپل و بگلی-تورویک کسری، برای کاربرد روش، حل شده اند. مثال ها کارایی و دقت روش پیشنهادی را نشان می دهند.In this paper, Bernoulli wavelets are presented for solving (approximately) fractional differential equations in a large interval. Bernoulli wavelets operational matrix of fractional order integration is derived and utilized to reduce the fractional differential equations to system of algebraic equations. Numerical examples are carried out for various types of problems, including fractional Van der Pol and Bagley-Torvik equations for the application of the method. Illustrative examples are presented to demonstrate the efficiency and accuracy of the proposed method.Keywords: wavelet, Fractional calculus, Differential equations, Block pulse function, Van der Pol equation, Bagley-Torvik equation, Caputo derivative, Operational matrix, Numerical solution
-
International Journal Of Nonlinear Analysis And Applications, Volume:7 Issue: 1, Summer - Autumn 2016, PP 207 -218In this paper, we discuss about existence of solution for integro-differential system and then we solve it by using the Petrov-Galerkin method. In the Petrov-Galerkin method choosing the trial and test space is important, so we use Alpert multi-wavelet as basis functions for these spaces. Orthonormality is one of the properties of Alpert multi-wavelet which helps us to reduce computations in the process of discretizing and we drive a system of algebraic equations with small dimension which it leads to approximate solution with high accuracy. We compare the results with similar works and it guarantees the validity and applicability of this method.Keywords: System of Integro, differential equations, Multi, wavelet, Petrov, Galerkin, Regular pairs, Trial space, Test space
-
International Journal Of Nonlinear Analysis And Applications, Volume:6 Issue: 3, Summer - Autumn 2015, PP 105 -118In this paper, Wavelet Collocation Method has been used to solve nonlinear fin problem with temperature dependent thermal conductivity and heat transfer coefficient. Thermal conductivity of fin materials varies any type so that we consider thermal conductivity as the general function of temperature. Here we consider three particular cases, where we assume that thermal conductivity is constant, linear and exponential function oftemperature. In each case efficiency of fin is evaluated. The whole analysis is presented in dimensionless form and the effect of variability of fin parameter, exponent and thermal conductivity parameter on temperature distribution and fin efficiency is shown graphically and discussed in detail.Keywords: Collocation, conductivity, fin, temperature, transfer, wavelet
-
By a brief review on the applications of wavelets in solving optimal control problems, a multiresolution analysis for two dimensional Sobolev spaces and the square spline wavelets are considered. Regarding the density and approximation properties of these wavelets, for the first time, they are employed for solving optimal control problems by embedding method. Existence and the determination way for the solution are also discussed. Finally, the abilities of the new approach are explained by a numerical example and some comparisons.
Keywords: multiresolution analysis, wavelet, Radon measure, linear programming, optimal control
- نتایج بر اساس تاریخ انتشار مرتب شدهاند.
- کلیدواژه مورد نظر شما تنها در فیلد کلیدواژگان مقالات جستجو شدهاست. به منظور حذف نتایج غیر مرتبط، جستجو تنها در مقالات مجلاتی انجام شده که با مجله ماخذ هم موضوع هستند.
- در صورتی که میخواهید جستجو را در همه موضوعات و با شرایط دیگر تکرار کنید به صفحه جستجوی پیشرفته مجلات مراجعه کنید.