| EPSRC Reference: |
GR/L52673/01 |
| Title: |
STOCHASTIC TIME-SCALE ANALYSIS USING WAVELETS |
| Principal Investigator: |
Nason, Professor G |
| Other Investigators: |
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| Department: |
Mathematics |
| Organisation: |
University of Bristol |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
03 March 1997 |
Ends: |
02 September 1998 |
Value (£): |
2,304
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| EPSRC Research Topic Classifications: |
| Non-linear Systems Mathematics |
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| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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We propose to develop stochastic time-scale analysis. Typically this work falls into three main parts: theoretical, methodological and applied with much interaction between these, Theoretically we shall consider the construction of locally stationary wavelet (LSW) processes and concepts related to the time-dependent estimation of evolutionary wavelet spectra using smoothed wavelet periodograms. This theoretical development leads into other areas such as the proposed wavelet local autocovariance and possibly to the analysis of spatial processes using fast space-scale methods afforded by wavelet transforms. Methodologically successful methods for periodogram estimation will be developed improving on existing, but primitive smoothing techniques. The whole concept of time-dependent estimation permits the concept of localised aliasing and methods for detection and handling of such aliasing shall be developed. Another goal will be to develop tests of stationary against a class of non-stationary alternatives enabling end-users to test for stationary before deciding to use classical or time-scale techniques. Finally we intend to apply our research to a variety of real problems arising in science and industry.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.bris.ac.uk |