吉林大学学报(工学版) ›› 2003, Vol. ›› Issue (2): 69-74.

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To synthesize 1/ƒ process via orthonormal wavelet transform

CAO Kun-yong, YU Sheng-lin, LI Guang   

  1. College of Automation Engineering, Nanjing University of Aeronautics & Astronautics, Nanjing 210016, China
  • Received:2002-10-08

Abstract: Orthonormal wavelet is used to analysis 1/ƒ process.A wavelet transform based method based on the relation between scales and variance of wavelet coefficients of 1/ƒ process to synthesize near 1/ƒ process is derived.In the numerical simulation,we changed the vanishing moments and the data length to observe their influences on the generation of 1/ƒ process.In order to prove its efficiency in precision and its predominance of synthesizing 1/ƒ process with any spectral exponent under the condition of Kahunen Loeve expression,we have compared it with the moving average model.

Key words: orthonormal wavelet, near 1/ƒ process, vanishing moments, moving average model

CLC Number: 

  • O211
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