Characteristic of decorrelation properties of spline wavelet transformation

This article is devoted to the application of spline wavelet transformation to sequences of strongly correlated random variables. The method of data processing using spline wavelets allows to weaken their correlations, which was shown in earlier published works [1, 2]. There have also been researches that prove the effectiveness of the using linear discrete wavelet transformation (DWT) to sequences of random variables based on the real data from the issues of the mass service theory. In this article, we explore the effectiveness of using a quadratic fast DWT, formulate the corresponding theorem and show the result of numerical experiments.