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March 25, 2005
Wavelets
Wavelets are mathematical expansions that transform data from the
time domain into different layers of frequency levels. Compared to
standard Fourier analysis, they have the advantage [PDF] of being
localized both in time and in the frequency domain, and enable the
researcher to observe and analyze data at different scales.
Wavelets for Economists [PDF]
Christoph Schleicher, Bank of Canada / Banque du Canada
Posted by omor at March 25, 2005 11:59 PM