A Basis Set for Characterizing Transient Random Phenomena
An orthogonal basis consistent with transient random phenomena is proposed and applied to market data and 1/ƒ noise. For 1/ƒ noise the power-rate spectrum is flat. The basis set leads to a power-rate spectrum and can be used to facilitate the detection of specific signal forms.
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| Format: | Conference Paper |
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American Institute of Physics
2009
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| Online Access: | http://hdl.handle.net/20.500.11937/13923 |