A Basis Set for Characterizing Transient Random Phenomena

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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.

Bibliographic Details
Main Author:	Howard, Roy
Other Authors:	M. Macucci
Format:	Conference Paper
Published:	American Institute of Physics 2009
Online Access:	http://hdl.handle.net/20.500.11937/13923

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