SOME RIVER WAVELETS

被引:16
作者
BRILLINGER, DR
机构
[1] Department of Statistics, University of California, Berkeley, California
关键词
CHANGE; MEAN LEVEL; NILE RIVER FLOW; RIO-NEGRO STAGES; SHRINKAGE; SMOOTHING; WAVELET;
D O I
10.1002/env.3170050303
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
Wavelet analysis is described, and a Haar wavelet analysis is carried out, for time series data on the flow rate of the Nile River at Aswan and also on the stages of the Rio Negro at Manaus. A goal of the analysis is to present a wavelet analysis for some time series data particularly looking for jumps in mean level. The work begins with review of techniques for estimating mean levels in the presence of additive noise and then proceeds to the particular case of wavelets and the construction of so-called 'improved estimates' by shrinkage. The results of the analyses are consistent with earlier ones.
引用
收藏
页码:211 / 220
页数:10
相关论文
共 47 条
  • [1] MacNeill I.B., Tang S.M., Jandhyala V.K., A search for the source of the Nile's change‐points, Environmetrics, 2, pp. 341-375, (1991)
  • [2] Sternberg H.O'R., Aggravation of floods in the Amazon River as a consequence of deforestation?, Geografiska Annaler. Series A, Physical Geography, pp. 201-219, (1987)
  • [3] Grenander U., Rosenblatt M., Statistical Analysis of Stationary Time Series, (1957)
  • [4] Hannan E.J., Multiple Time Series, (1970)
  • [5] Anderson T.W., The Statistical Analysis of Time Series, (1971)
  • [6] Brillinger D.R., Time Series: Data Analysis and Theory, (1975)
  • [7] Hannan E.J., Central limit theorems for time series regression, Zeitshrift Wahrscheinlichkeitstheorie und Gebiete, 26, pp. 157-170, (1973)
  • [8] Hannan E.J., The central limit theorem for time series regression”, Journal of Stochastic Processes Application, 9, pp. 281-289, (1979)
  • [9] Hannan E.J., Non‐linear time series regression, Journal of Applied Probability, 8, pp. 767-780, (1971)
  • [10] Robinson P.M., Non‐linear regression for multiple time‐series, Journal of Applied Probability, 9, pp. 758-768, (1972)