Title
Multiscale Estimation to the Parameter of Multidimension Time Series
Abstract
During preceding theory study and engineering application, we dealed with the parameter estimation of one-dimension long memory process actually, and rarely take into account high dimensions. There are few papers about it. In this paper, using the decorrelation property of discrete wavelet transform, high dimension situation (mainly 2D) is simplified to 1D and corresponding referrers are improved according to new idea, combining with matrix transform. So the computation complexity is reduced effectively and estimation precision is satisfied. Some experiment results show that this algorithm has a better general performance.
Year
DOI
Venue
2007
10.1007/978-3-540-72395-0_95
ISNN (3)
Keywords
Field
DocType
engineering application,multidimension time series,multiscale estimation,parameter estimation,high dimension situation,estimation precision,computation complexity,experiment result,discrete wavelet,decorrelation property,account high dimension,corresponding referrers,computational complexity,discrete wavelet transform,satisfiability,time series
Decorrelation,Computer science,Memory process,Discrete wavelet transform,Artificial intelligence,Estimation theory,Transformation matrix,Stationary wavelet transform,Long memory,Computation complexity,Machine learning
Conference
Volume
ISSN
Citations 
4493
0302-9743
0
PageRank 
References 
Authors
0.34
1
4
Name
Order
Citations
PageRank
Chenglin Wen117942.72
Guang-Jiang Wang211.06
Chuanbo Wen301.01
Chen Zhi-Guo412.04