A discrete matrix-valued wavelet transform and inverse transform is fully described and applied to a 2 x 2 time-series of daily bond yields. It is demonstrated that this series can be reconstructed to ...

We present a method of data reduction using a wavelet transform in discriminant analysis when the number of variables is much greater than the number of observations. The method is illustrated with a ...

Discrete Wavelet Transform (DWT): A mathematical technique that decomposes a signal into multiple components at various resolutions, enabling detailed time-frequency analysis.