A Basis Set for Characterizing Transient Random Phenomena
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An orthogonal basis consistent with transient random phenomena is proposed and applied to market data and 1/ƒ noise. For 1/ƒ noise the power-rate spectrum is flat. The basis set leads to a power-rate spectrum and can be used to facilitate the detection of specific signal forms.
Copyright 2009 American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physics. The following article appeared in Howard, Roy M. 2009. A Basis Set for Characterizing Transient Random Phenomena, in Macucci, M. and Basso, G. (ed), 20th International Conference on Noise and Fluctuations, pp. 29-32. Pisa: American Institute of Physics. And may be found at http://dx.doi.org/10.1063/1.3140457.