Examinando por Materia "Transformada de Wavelet"
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Publicación Análisis de técnicas Wavelet para el desarrollo de compresores de audio(Universidad EAFIT, 2017) Medina Sánchez, Laura Victoria; Villegas Gutiérrez, Jairo AlbertoPublicación Correlación serial con Wavelets(Universidad EAFIT, 2007) Villa Valencia, Alberto Antonio; Martínez Plazas, Javier; Villegas Gutiérrez, Jairo Alberto; Zuluaga Díaz, Francisco IvánÍtem Estimación de un modelo del precio de la energía eléctrica en Colombia con detección de puntos de volatilidad, utilizando la transformada Wavelet y series de tiempo(Universidad EAFIT, 2018) Arbeláez Arcila, Jesús Alonso; Trespalacios Carrasquilla, AlfredoIn this document we propose a technique to estimate a model of the price of electric power in Colombia, using the filtering properties of the Discrete Wavelet Transform (DWT) and the traditional time series modeling techniques ARIMA, GARCH; in addition, the detection of points of change in the variance of the price series through the detection method of multiple changes in a sequence of dependent variables; the series of spot prices is decomposed in a series of approximation and several details, then each sub-series separately is modeled with the technique that best fits the data -- The final forecast is the sum of the reconstructed forecasts obtained from each sub-series -- The most important conclusion of the proposed model is to allow greater precision in the forecast and, in turn, detect points of volatility change due to exogenous variables in the series of spot prices of the Colombian electricity marketPublicación Non parametric and robust statistical test based on wavelets for time series classification(Universidad EAFIT, 2018) Sánchez González, Alejandra; Laniado Rodas, Henry; Ríos Querubín, MateoIn this article a statistical procedure for identifying if a time series set follows the same model is developed -- With the aim of supporting characterization and pattern recognition for temporal series, and inspired by the methodology of Maharaj E. A.[1], we take advantage of the wavelet coefficients properties to characterize a signal and our procedure is made by means of a randomization test on those coefficient -- Our main contribution in this work is to introduce modified versions of test statistic in test for pattern recognition of time series which in general, have a great performance in terms of size and power, both being desirable features in a statistic test -- It is worth pointing out that we introduce robust statistical tests whose performance are better in presence of atypical values than some techniques already studied in the literature -- The methodology developed here allow us to design a new method to classify time series and atypical values identification -- We implement our new methods in real and simulated casesPublicación Solución numérica de la ecuación KDV utilizando representación de operadores diferenciales en base wavelet(Universidad EAFIT, 2016) Castro Rodríguez, Denis Alberto; Aramburo Palacios, Darwin; Villegas Gutiérrez, Jairo Alberto; Castaño Bedoya, Jorge Iván