Wavelet Based Analysis and Software for Multiscale Fractal Processes

摘要

Multi-scale fractal processes are useful as models for a wide variety of time series, including measurements related to atmospheric turbulence. Because of their multi-scale nature, wavelets are a natural tool for analyzing such processes. Work described in this report includes the development of wavelet-based statistical methodology for multi-scale fractal processes and the implementation of this methodology in a software toolkit (S+Wavelets 2.0).