A novel wavelet based approach for time series data analysis [Elektronische Ressource] / von Thomas Meinl

A Novel Wavelet Based Approach forTime Series Data AnalysisZur Erlangung des akademischen Grades einesDoktors der Wirtschaftswissenschaften(Dr. rer. pol.)von der Fakulta¨t fu¨rWirtschaftswissenschaftendes Karlsruhe Instituts fu¨r Technologie (KIT)genehmigteDissertationvonDipl.-Math. Thomas MeinlTag der mu¨ndlichen Pru¨fung: 10.05.2011Referent: Prof. Dr. Svetlozar RachevKorreferent: Prof. Dr. Karl-Heinz Waldmann2011 KarlsruheTo Jack.AcknowledgementsThis work would not have been possiblewithout the loving supportof all my family, mydog, and my ex-wife. Thank you all, I am most deeply obliged to you for being alongmy side over all these years.IalsothankmysupervisorProf.Dr.SvetlozarRachevandDr.EdwardSunfortheirguid-anceandtheir invaluableinputwhichwithoutthisthesis couldnothave beenfinishedinsuch a short time and with such excellent results. I also thank Christof Weinhardt whoprovided me with the opportunity to undertake some serious research at his institute,nottomention thefunIhadwithall thenicecolleagues. Thankyou, wehadsometimestogether we will remember for sure.During the time this thesis was written the author undertook a stay abroad in Brazil aswell as in Japan, which was only madefeasible thanks to thehighly appreciated supportof the Karlsruhe House of Young Scientists. My thanks also goes to all the people therewho welcomed me so heartily.