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A Basis Set for Characterizing Transient Random Phenomena

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Open access
Authors
Howard, Roy
Date
2009
Type
Conference Paper

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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.
Source Title
Fluctuations and Noise: 20th International Conference on Noise and Fluctuations
Source Conference
20th International Conference on Noise and Fluctuations
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ISBN
Faculty
Department of Electrical and Computer Engineering
School of Engineering
Faculty of Science and Engineering
Remarks

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.

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Abstract

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.