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.
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Conference Paper |
| Published: |
American Institute of Physics
2009
|
| Online Access: | http://hdl.handle.net/20.500.11937/13923 |
| _version_ | 1848748478981734400 |
|---|---|
| author | Howard, Roy |
| author2 | M. Macucci |
| author_facet | M. Macucci Howard, Roy |
| author_sort | Howard, Roy |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T07:05:41Z |
| format | Conference Paper |
| id | curtin-20.500.11937-13923 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:05:41Z |
| publishDate | 2009 |
| publisher | American Institute of Physics |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-139232022-12-09T05:23:41Z A Basis Set for Characterizing Transient Random Phenomena Howard, Roy M. Macucci G. Basso 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. 2009 Conference Paper http://hdl.handle.net/20.500.11937/13923 10.1063/1.3140457 American Institute of Physics fulltext |
| spellingShingle | Howard, Roy A Basis Set for Characterizing Transient Random Phenomena |
| title | A Basis Set for Characterizing Transient Random Phenomena |
| title_full | A Basis Set for Characterizing Transient Random Phenomena |
| title_fullStr | A Basis Set for Characterizing Transient Random Phenomena |
| title_full_unstemmed | A Basis Set for Characterizing Transient Random Phenomena |
| title_short | A Basis Set for Characterizing Transient Random Phenomena |
| title_sort | basis set for characterizing transient random phenomena |
| url | http://hdl.handle.net/20.500.11937/13923 |