Abstract #302098

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JSM 2003 Abstract #302098
Activity Number: 281
Type: Topic Contributed
Date/Time: Tuesday, August 5, 2003 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #302098
Title: Wavelet Decorrelation, Wavelet Packets, and the Brunelleschi Dome
Author(s): Marina Vannucci*+
Companies: Texas A&M University
Address: Dept. of Statistics, College Station, TX, 77843-3143,
Keywords: wavelets ; wavelet packets ; variance change point
Abstract:

It is well known that wavelet transforms decorrelate certain kind of processes, such as long memory. Here we investigate wavelet packets as a more flexible tool with respect to standard wavelets. We extend the definition of wavelet variance to wavelet packets and explore algorithms for the location of variance change points. The greater decorrelation properties of the wavelet packets make these algorithms more flexible than the use of standard wavelets. We show this on simulated data. We also describe an application to time series of crack widths on the Brunelleschi Dome in Florence.

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