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Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review
Rhif, Manel1; Ben Abbes, Ali1,2; Farah, Imed Riadh1,3; Martinez, Beatriz4; Sang, Yanfang5
2019-04-01
Source PublicationAPPLIED SCIENCES-BASEL
Volume9Issue:7Pages:22
Corresponding AuthorRhif, Manel(manel.rhif@ensi-uma.tn) ; Sang, Yanfang(sangyf@igsnrr.ac.cn)
AbstractNon-stationary time series (TS) analysis has gained an explosive interest over the recent decades in different applied sciences. In fact, several decomposition methods were developed in order to extract various components (e.g., seasonal, trend and abrupt components) from the non-stationary TS, which allows for an improved interpretation of the temporal variability. The wavelet transform (WT) has been successfully applied over an extraordinary range of fields in order to decompose the non-stationary TS into time-frequency domain. For this reason, the WT method is briefly introduced and reviewed in this paper. In addition, this latter includes different research and applications of the WT to non-stationary TS in seven different applied sciences fields, namely the geo-sciences and geophysics, remote sensing in vegetation analysis, engineering, hydrology, finance, medicine, and other fields, such as ecology, renewable energy, chemistry and history. Finally, five challenges and future works, such as the selection of the type of wavelet, selection of the adequate mother wavelet, selection of the scale, the combination between wavelet transform and machine learning algorithm and the interpretation of the obtained components, are also discussed.
Keywordwavelet transform non stationary time series time-frequency decomposition applied sciences
DOI10.3390/app9071345
WOS KeywordEMPIRICAL MODE DECOMPOSITION ; INFORMATION ; EXTRACTION ; SPECTRUM ; RETURNS ; MARKETS ; NOISE ; ECG
Indexed BySCI
Language英语
Funding ProjectNational Key Research and Development Program[2017YFA0603702] ; National Natural Science Foundation of China[91647110] ; Youth Innovation Promotion Association CAS[2017074]
Funding OrganizationNational Key Research and Development Program ; National Natural Science Foundation of China ; Youth Innovation Promotion Association CAS
WOS Research AreaChemistry ; Materials Science ; Physics
WOS SubjectChemistry, Multidisciplinary ; Materials Science, Multidisciplinary ; Physics, Applied
WOS IDWOS:000466547500080
PublisherMDPI
Citation statistics
Document Type期刊论文
Identifierhttp://ir.igsnrr.ac.cn/handle/311030/59074
Collection中国科学院地理科学与资源研究所
Corresponding AuthorRhif, Manel; Sang, Yanfang
Affiliation1.Ecole Natl Sci Informat, Lab RIADI, La Manouba 2010, Tunisia
2.Univ Sherbrooke, Ctr Applicat & Rech Teledetect CARTEL, Sherbrooke, PQ J1K 2R1, Canada
3.IMT Atlantique, Lab ITI Dept, F-29238 Brest, France
4.Univ Valencia, Dept Fis Terra & Termodinam, E-46100 Valencia, Spain
5.Chinese Acad Sci, Inst Geog Sci & Nat Resources Res, Lab Water Cycle & Related Land Surface Proc, Beijing 100101, Peoples R China
Recommended Citation
GB/T 7714
Rhif, Manel,Ben Abbes, Ali,Farah, Imed Riadh,et al. Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review[J]. APPLIED SCIENCES-BASEL,2019,9(7):22.
APA Rhif, Manel,Ben Abbes, Ali,Farah, Imed Riadh,Martinez, Beatriz,&Sang, Yanfang.(2019).Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review.APPLIED SCIENCES-BASEL,9(7),22.
MLA Rhif, Manel,et al."Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review".APPLIED SCIENCES-BASEL 9.7(2019):22.
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