Multiscale Detection of Aberrant Events in Time Series
Jian Shu · Computer Engineering and Applications Journal · 2006
The multi-scale detection of aberrant events in time series is presented.The method is based on the Modulus Maxima of Wavelet Transform.Aberrant events on all scales of observation are looked for,which is achieved by looking a Modulus Maxima lines in Wavelet Transform.The algorithm implementation and application to time series are discussed.