Bell-shaped nonstationary refinable ripplets

We study the approximation properties of the class of nonstationary refinable ripplets introduced in \cite{GP08}. These functions are solution of an infinite set of nonstationary refinable equations and are defined through sequences of scaling masks that have an explicit expression. Moreover, they are variation-diminishing and highly localized in the scale-time plane, properties that make them particularly attractive in applications. Here, we prove that they enjoy Strang-Fix conditions and convolution and differentiation rules and that they are bell-shaped. Then, we construct the corresponding minimally supported nonstationary prewavelets and give an iterative algorithm to evaluate the prewavelet masks. Finally, we give a procedure to construct the associated nonstationary biorthogonal bases and filters to be used in efficient decomposition and reconstruction algorithms. As an example, we calculate the prewavelet masks and the nonstationary biorthogonal filter pairs corresponding to the $C^2$ nonstationary scaling functions in the class and construct the corresponding prewavelets and biorthogonal bases. A simple test showing their good performances in the analysis of a spike-like signal is also presented. Keywords: total positivity, variation-dimishing, refinable ripplet, bell-shaped function, nonstationary prewavelet, nonstationary biorthogonal basisComment: 30 pages, 10 figure

Study of random process theory aids digital data processing

Study of techniques for all random process technology, including stationary, nonstationary, and Gaussian bivariate, aids digital data processing. It presents material on digital filtering, correlation function, optimal spectral smoothing, deterministic data processing, and nonstationary spectrum and correlation analyses

Modeling Non-Stationary Processes Through Dimension Expansion

In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying complex patterns in the physical plane. By combining aspects of multi-dimensional scaling, group lasso, and latent variables models, a dimensionally sparse projection is found in which the originally nonstationary field exhibits stationarity. Following a comparison with existing methods in a simulated environment, dimension expansion is studied on a classic test-bed data set historically used to study nonstationary models. Following this, we explore the use of dimension expansion in modeling air pollution in the United Kingdom, a process known to be strongly influenced by rural/urban effects, amongst others, which gives rise to a nonstationary field

The Averaged Periodogram for Nonstationary Vector Time Series

Averaged periodogram; nonstationary processes; fractional Brownian motion.Averaged periodogram, nonstationary processes, fractional Brownian motion.