Wavelet treatment of the intra-chain correlation functions of homopolymers in dilute solutions

Discrete wavelets are applied to parametrization of the intra-chain two-point correlation functions of homopolymers in dilute solutions obtained from Monte Carlo simulation. Several orthogonal and biorthogonal basis sets have been investigated for use in the truncated wavelet approximation. Quality of the approximation has been assessed by calculation of the scaling exponents obtained from des Cloizeaux ansatz for the correlation functions of homopolymers with different connectivities in a good solvent. The resulting exponents are in a better agreement with those from the recent renormalisation group calculations as compared to the data without the wavelet denoising. We also discuss how the wavelet treatment improves the quality of data for correlation functions from simulations of homopolymers at varied solvent conditions and of heteropolymers.Comment: RevTeX, 19 pages, 7 PS figures. Accepted for publication in PR

A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure

A new unified modelling framework based on the superposition of additive submodels, functional components, and wavelet decompositions is proposed for non-linear system identification. A non-linear model, which is often represented using a multivariate non-linear function, is initially decomposed into a number of functional components via the wellknown analysis of variance (ANOVA) expression, which can be viewed as a special form of the NARX (non-linear autoregressive with exogenous inputs) model for representing dynamic input–output systems. By expanding each functional component using wavelet decompositions including the regular lattice frame decomposition, wavelet series and multiresolution wavelet decompositions, the multivariate non-linear model can then be converted into a linear-in-theparameters problem, which can be solved using least-squares type methods. An efficient model structure determination approach based upon a forward orthogonal least squares (OLS) algorithm, which involves a stepwise orthogonalization of the regressors and a forward selection of the relevant model terms based on the error reduction ratio (ERR), is employed to solve the linear-in-the-parameters problem in the present study. The new modelling structure is referred to as a wavelet-based ANOVA decomposition of the NARX model or simply WANARX model, and can be applied to represent high-order and high dimensional non-linear systems

Wavelets and Quantum Algebras

Wavelets, known to be useful in non-linear multi-scale processes and in multi-resolution analysis, are shown to have a q-deformed algebraic structure. The translation and dilation operators of the theory associate with any scaling equation a non-linear, two parameter algebra. This structure can be mapped onto the quantum group $su_{q}(2)$ in one limit, and approaches a Fourier series generating algebra, in another limit. A duality between any scaling function and its corresponding non-linear algebra is obtained. Examples for the Haar and B-wavelets are worked out in detail.Comment: 27 pages Latex, 3 figure p

Data-Adaptive Wavelets and Multi-Scale Singular Spectrum Analysis

Using multi-scale ideas from wavelet analysis, we extend singular-spectrum analysis (SSA) to the study of nonstationary time series of length $N$ whose intermittency can give rise to the divergence of their variance. SSA relies on the construction of the lag-covariance matrix C on M lagged copies of the time series over a fixed window width W to detect the regular part of the variability in that window in terms of the minimal number of oscillatory components; here W = M Dt, with Dt the time step. The proposed multi-scale SSA is a local SSA analysis within a moving window of width M <= W <= N. Multi-scale SSA varies W, while keeping a fixed W/M ratio, and uses the eigenvectors of the corresponding lag-covariance matrix C_M as a data-adaptive wavelets; successive eigenvectors of C_M correspond approximately to successive derivatives of the first mother wavelet in standard wavelet analysis. Multi-scale SSA thus solves objectively the delicate problem of optimizing the analyzing wavelet in the time-frequency domain, by a suitable localization of the signal's covariance matrix. We present several examples of application to synthetic signals with fractal or power-law behavior which mimic selected features of certain climatic and geophysical time series. A real application is to the Southern Oscillation index (SOI) monthly values for 1933-1996. Our methodology highlights an abrupt periodicity shift in the SOI near 1960. This abrupt shift between 4 and 3 years supports the Devil's staircase scenario for the El Nino/Southern Oscillation phenomenon.Comment: 24 pages, 19 figure