A splitting algorithm for the wavelet transform of cubic splines on a nonuniform grid

Abstract

For cubic splines with nonuniform nodes, splitting with respect to the even and odd nodes is used to obtain a wavelet expansion algorithm in the form of the solution to a three-diagonal system of linear algebraic equations for the coefficients. Computations by hand are used to investigate the application of this algorithm for numerical differentiation. The results are illustrated by solving a prediction problem.