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Wavelet analysis of Kondratiev seris


A.P. An’utin, D.S. Morozov

Wavelet analysis of Kondratiev series for index commodity prices in England and USA within 1780-1925 y. was made and discussed. Five types of wavelets are investigated. It is shown that Daubechies wavelets allow to get a spectrum diagrams with high resolution. Existence of the cycles with long and medium scales was proved.

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