Geodesic
Application of spline wavelets or decorrelation of time series
Matematičeskoe modelirovanie, Tome 30 (2018) no. 6, pp. 60-75.

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We consider the finite semiorthogonal spline wavelets for weakening the correlation of discrete stochastic processes. The estimates of the elements of correlation matrices after the application of discrete wavelet transformation (DWT) were found. The corresponding theorem was proved. In the framework of this investigation the results of numerical experiments based on the real data from the issues of the queueing theory were obtained.
Keywords: time series, decorrelation, spline wavelets, fast discrete wavelet transform. 
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I. A. Blatov; Y. A. Gerasimova; I. V. Kartashevskiy. Application of spline wavelets or decorrelation of time series. Matematičeskoe modelirovanie, Tome 30 (2018) no. 6, pp. 60-75. http://geodesic.mathdoc.fr/item/MM_2018_30_6_a3/

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