Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997

2005 ◽  
Vol 14 (2) ◽  
pp. 211-246 ◽  
Author(s):  
Jeyanthi Karuppiah ◽  
Cornelis A. Los
2000 ◽  
Vol 20 (79) ◽  
pp. 356-364
Author(s):  
Taro SEKINE ◽  
Masahiro TAKEI ◽  
Michiharu OKANO ◽  
Hiroyasu NAGAE ◽  
Yoshifuru SAITO ◽  
...  

2001 ◽  
Vol 21 (11) ◽  
pp. 54-55 ◽  
Author(s):  
A. M. Gouda ◽  
E. F. El-Saadany ◽  
M. M. A. Salama ◽  
V. K. Sood ◽  
A. Y. Chikhani

2013 ◽  
Vol 748 ◽  
pp. 421-426 ◽  
Author(s):  
Yi Bin Dou ◽  
Min Xu

This paper gives a low-order approximations of multi-input Volterra series as a nonlinear reduced-order model (ROM) based on wavelet multiresolution analysis. The band-limited pseudorandom multilevel sequence (PRMS) is used as the identification signal and the QR decomposition recursive least square (QRD-RLS) method is utilized as identification method. At last, the ROM is applied to model the nonlinear aerodynamic moment of an airfoil undergoing simultaneous forced pitch and plunge harmonic oscillation. The results show that including the second-order Volterra cross kernels in ROM can capture the coupling effect which significantly improves accuracy in predicting nonlinear aerodynamics under simultaneous motion. And the wavelet multiresolution analysis efficiently reduces the number of identification coefficients for Volterra kernels.


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