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Multiwavelets For Quantitative Pattern Matching, Bruce Kessler
Multiwavelets For Quantitative Pattern Matching, Bruce Kessler
Bruce Kessler
The purpose of this paper is to provide an introduction to the concepts of wavelets and multiwavelets, and explain how these tools can be used by the analyst community to find patterns in quantitative data. Three multiwavelet bases are introduced, the GHM basis from \cite{GHM}, a piecewise polynomial basis with approximation order 4 from \cite{DGH}, and a smoother approximation-order-4 basis developed by the author in previous work \cite{K}. The technique of using multiwavelets to find patterns is illustrated in a traffic-analysis example. Acknowledgements: This work supported in part by the NACMAST consortium under contract EWAGSI-07-SC-0003.