IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v40y2009i3p1118-1126.html
   My bibliography  Save this article

Relationship of d-dimensional continuous multi-scale wavelet shrinkage with integro-differential equations

Author

Listed:
  • Liu, Guojun
  • Feng, Xiangchu
  • Li, Min

Abstract

The goal of this paper is to extend the results of Didas and Weickert [Didas, S, Weickert, J. Integrodifferential equations for continuous multi-scale wavelet shrinkage. Inverse Prob Imag 2007;1:47–62.] to d-dimensional (d⩾1) case. Firstly, we relate a d-dimensional continuous mother wavelet ψ(x) with a fast decay and n vanishing moments to the sum of the order partial derivative of a group of functions θk(x)(∣k∣=n) with fast decay, which also makes wavelet transform equal to a sum of smoothed partial derivative operators. Moreover, d-dimensional continuous wavelet transform can be explained as a weighted average of pseudo-differential equations, too. For d=1, our results are completely same as Didas and Weickert (2007), but for d>1, it is different from the type of one variable. Finally, we exploit the reason with an example of 2-dimensional and 3-dimensional Mexican hat wavelet.

Suggested Citation

  • Liu, Guojun & Feng, Xiangchu & Li, Min, 2009. "Relationship of d-dimensional continuous multi-scale wavelet shrinkage with integro-differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 40(3), pages 1118-1126.
  • Handle: RePEc:eee:chsofr:v:40:y:2009:i:3:p:1118-1126
    DOI: 10.1016/j.chaos.2007.08.066
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077907007011
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2007.08.066?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yousefi, Shahriar & Weinreich, Ilona & Reinarz, Dominik, 2005. "Wavelet-based prediction of oil prices," Chaos, Solitons & Fractals, Elsevier, vol. 25(2), pages 265-275.
    2. Huang, Yongdong & Cheng, Zhengxing & Yang, Jianwei, 2007. "Design of compactly supported trivariate orthogonal wavelets," Chaos, Solitons & Fractals, Elsevier, vol. 34(5), pages 1440-1449.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Sun, Xiaoqi, 2017. "Do oil price asymmetric effects on the stock market persist in multiple time horizons?," Applied Energy, Elsevier, vol. 185(P2), pages 1799-1808.
    2. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
    3. Krzysztof Drachal, 2018. "Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework," Energies, MDPI, vol. 11(5), pages 1-24, May.
    4. Emmanuel Haven & Xiaoquan Liu & Chenghu Ma & Liya Shen, 2013. "Revealing the Implied Risk-neutral MGF with the Wavelet Method," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    5. Huang, Lili & Wang, Jun, 2018. "Global crude oil price prediction and synchronization based accuracy evaluation using random wavelet neural network," Energy, Elsevier, vol. 151(C), pages 875-888.
    6. Kaijian He & Kin Keung Lai & Guocheng Xiang, 2012. "Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach," Energies, MDPI, vol. 5(4), pages 1-26, April.
    7. Xiao Jing Cai & Zheng Fang & Youngho Chang & Shuairu Tian & Shigeyuki Hamori, 2020. "Co-movements in commodity markets and implications in diversification benefits," Empirical Economics, Springer, vol. 58(2), pages 393-425, February.
    8. Singh, Sarbjit & Parmar, Kulwinder Singh & Kumar, Jatinder & Makkhan, Sidhu Jitendra Singh, 2020. "Development of new hybrid model of discrete wavelet decomposition and autoregressive integrated moving average (ARIMA) models in application to one month forecast the casualties cases of COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).
    9. Saber Talari & Miadreza Shafie-khah & Gerardo J. Osório & Fei Wang & Alireza Heidari & João P. S. Catalão, 2017. "Price Forecasting of Electricity Markets in the Presence of a High Penetration of Wind Power Generators," Sustainability, MDPI, vol. 9(11), pages 1-13, November.
    10. Ying Fan & Abdullah Yavas, 2023. "Price Dynamics in Public and Private Commercial Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 150-190, July.
    11. Lin, Ling & Jiang, Yong & Xiao, Helu & Zhou, Zhongbao, 2020. "Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 543(C).
    12. Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
    13. repec:wyi:journl:002092 is not listed on IDEAS
    14. Dominique Guégan & Justin Leroux, 2008. "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche 08-10, HEC Montréal, Institut d'économie appliquée.
    15. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Papers 2401.00249, arXiv.org, revised Jul 2024.
    16. Joanna Janczura & Rafał Weron, 2012. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 385-407, July.
    17. Sun, Lei & Zhang, Xiaozhong, 2009. "A note on biorthogonality of the scaling functions with arbitrary matrix dilation factor," Chaos, Solitons & Fractals, Elsevier, vol. 41(2), pages 711-715.
    18. Bekiros, Stelios & Marcellino, Massimiliano, 2013. "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 282-305.
    19. Drachal, Krzysztof, 2016. "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, vol. 60(C), pages 35-46.
    20. He, Kaijian & Lai, Kin Keung & Yen, Jerome, 2011. "Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach," Energy Economics, Elsevier, vol. 33(5), pages 903-911, September.
    21. Zhang, Xun & Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method," Energy Economics, Elsevier, vol. 31(5), pages 768-778, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:40:y:2009:i:3:p:1118-1126. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.