A Fast Wavelet Algorithm for Analyzing One-Dimensional Signal Processing and Asymptotic Distribution of Wavelet Coefficients With Numerical Example and Simulation

Mahmoud Afshari · Communication in Statistics- Theory and Methods · 2013

In this article, we consider a sample point (t j , s j ) including a value s j = f(t j ) at height s j and abscissa (time or location) t j . We apply wavelet decomposition by using shifts and dilations of the basic Häar transform and obtain an algorithm to analyze a signal or function f. We use this algorithm in practical to approximating function by numerical example. Some relationships between wavelets coefficients and asymptotic distribution of wavelet coefficients are investigated. At the end, we illustrate the results on simulated data by using MATLAB and R software.

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