Using wavelets for data generation

被引：43

作者：

Bayazit, M ^{[1
]}

Aksoy, H ^{[1
]}

机构：

[1] Istanbul Tech Univ, Fac Civil Engn, Hydraul Div, TR-80626 Istanbul, Turkey

来源：

JOURNAL OF APPLIED STATISTICS | 2001年 / 28卷 / 02期

关键词：

D O I：

10.1080/02664760020016073

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Wavelets are proposed as a non-parametric data generation tool. The idea behind the suggested method is decomposition of data into its details and later reconstruction by summation of the details randomly to generate new data. A Haar wavelet is used because of its simplicity. The method is applied to annual and monthly streamflow series taken from Turkey and USA. It is found to give good results for non-skewed data, as well as in the presence of auto-correlation.

引用

页码：157 / 166

页数：10

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