Applied Mathematics:
Study of Time Series and Wavelet Analysis
Research outline
Our main research interests are
- Time series modeling: financial, climate, biological, etc.
- Wavelet analysis.
Financial time series-Cryptocurrencies
- Design of techniques, using moving windows, to compute Wavelet Entropy and Hurst exponent.
- Evolution-in-time analysis of the Wavelet Entropy.
- Comparison of different techniques that use statistical and econometric tools.
Climate-Hydrological time series
- Study of rainfall time series of Argentina.
Biological-electrocardiographic time series
- Study and implementation of several digital signal processing techniques to filter, process,
delineate and classify signals from public databases of patients with cardiovascular diseases.
- Design of indices based on Multiresolution Analysis that improve sensitivity and
specificity with respect to the standard indices used in medical practice.
Computational codes are made in MatLab or R language.
Members
Collaborators
Advanced courses
Wavelet Analysis for signal processing