Consider the vector (u) that consists of 32 equally spaced samples of the function (f(t) approx cos

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Consider the vector \(u\) that consists of 32 equally spaced samples of the function \(f(t) \approx \cos (4 \pi t)\) on the interval [0,1]. That is, \(u_{1}=f(0), u_{2}=\) \(f\left(\frac{1}{32}\right), \ldots, u_{3}=f\left(\frac{31}{32}\right)\). Compute the Haar wavelet transform \(y=W_{32} u\) and graph the cumulative energy \(u\) and \(y\).

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Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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