Wavelet methods for time series analysis

This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet tran...

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Bibliographic Details
Main Authors: Percival, Donald B., Walden, Andrew T. (Author)
Format: eBook
Language:English
Published: Cambridge Cambridge University Press 2000
Series:Cambridge series on statistical and probabilistic mathematics
Subjects:
Online Access:
Collection: Cambridge Books Online - Collection details see MPG.ReNa
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520 |a This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet transforms. Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with complete solutions provided in the Appendix - allow readers to use the book for self-guided study. Additional exercises can be used in a classroom setting. A Web site offers access to the time series and wavelets used in the book, as well as information on accessing software in S-Plus and other languages. Students and researchers wishing to use wavelet methods to analyze time series will find this book essential