77 citations · 128 across the 16 of their papers we have counts for
16 papers
Characterizing and modeling cyclic behavior in non-stationary time series through multi-resolution analysis
Dilip P. Ahalpara, Amit Verma, Prasanta K. Panigrahi +1
A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic vari…
Modeling Time Series of Real Systems using Genetic Programming
Dilip P. Ahalpara, Jitendra C. Parikh
Analytic models of two computer generated time series (Logistic map and Rossler system) and two real time series (ion saturation current in Aditya Tokamak plasma and NASDAQ composi…
Modeling Time Series Data of Real Systems
Dilip P. Ahalpara, Jitendra C. Parikh
Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated fro…
On Estimation of Hurst Scaling Exponent through Discrete Wavelets
P. Manimaran, Prasanta K. Panigrahi, Jitendra C. Parikh
We study the scaling behavior of the fluctuations, as extracted through wavelet coefficients based on discrete wavelets. The analysis is carried out on a variety of physical data s…
Difference in nature of correlation between NASDAQ and BSE indices
P. Manimaran, Prasanta K. Panigrahi, Jitendra. C. Parikh
We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in natur…
Multiresolution analysis of fluctuations in non-stationary time series through discrete wavelets
P. Manimaran, Prasanta K. Panigrahi, Jitendra C. Parikh
We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detre…