The generator matches wavelet scattering statistics of the real series rather than fitting a model, so the synthetic paths look and behave like real markets (top = real SPY returns, below = generated) ...

This repository implements a Hermite wavelet collocation method in Python for solving a third-order ordinary differential equation. The code constructs Hermite wavelet basis functions, builds the ...

Abstract: Wavelet scattering is a widely used feature extraction method due to its efficacy in extracting invariant features. Different wavelet scattering transforms exist for a varying number of ...

Abstract: Non-Intrusive Load Monitoring (NILM) is a promising technique for disaggregating aggregated energy consumption data into appliance-level load profiles without the need for intrusive metering ...