Adaptive Wavelets Applied to the Analysis of Nonlinear Systems with   Chaotic Dynamics
  We consider an approach to the analysis of nonstationary processes based on the application of wavelet basis sets constructed using segments of the analyzed time series. The proposed method is applied to the analysis of time series generated by a nonlinear system with and without noise 
V.A. Gusev, A.E. Hramov, and A.A. Koronovskii