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

Member Contact Personal webpage
Arouxet, María Belén belen@mate.unlp.edu.ar


Collaborators

Member Contact Personal webpage
Bariviera, Aurelio aurelio.fernandez@urv.ca
Calderón, Lucila lucila.calderon@ing.unlp.edu.ar
Clemente, Gisela investigar1matematica@gmail.com
Pastor, Verónica veronica.pastor@ing.unlp.edu.ar
Vampa, Victoria victoriavampa@gmail.com


Advanced courses

Wavelet Analysis for signal processing



Address

Calles 50 y 115, La Plata, Buenos Aires (1900), República Argentina. 

Contact

Email: cmalp@mate.unlp.edu.ar
Tel/Fax: +54 221 4245875 / 4229476 / 4229850