Wavelet Methods for Time Series Analysis
1st Edition
Published on 24. July 2000
978-1-107-71065-8 (ISBN)
Description
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.
Reviews / Votes
'In my opinion the book by Percival and Walden should be available in every university library, and every time-series analyst must read this book for an alternative (to Fourier) set of techniques.' T. Subba Rao, Publication of the International Statistical Institute '... would be an ideal text for a statistics doctoral student who is new to the field of wavelets ... the content, lay-out and consistency of the text mean that it should also be a valuable reference resource for the wavelet researcher.' Tim Downie, The Statistician 'The authors ... provide considerable background material, tell their story from scratch, proceed at a careful pace ... and work out detailed applications ... Recommended.' ChoiceMore details
Series
Language
English
Place of publication
Cambridge
United Kingdom
Target group
College/higher education
Professional and scholarly
Illustrations
Worked examples or Exercises; 24 Tables, unspecified
File size
68,63 MB
ISBN-13
978-1-107-71065-8 (9781107710658)
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Schweitzer Classification
Other editions
Additional editions
Donald B. Percival | Andrew T. Walden
Wavelet Methods for Time Series Analysis
Book
02/2006
Cambridge University Press
€90.10
Shipment within 15-20 days
Donald B. Percival | Andrew T. Walden
Wavelet Methods for Time Series Analysis
Book
07/2000
Cambridge University Press
€61.90
Article exhausted; check for reprint
Persons
Content
1. Introduction to wavelets; 2. Review of Fourier theory and filters; 3. Orthonormal transforms of time series; 4. The discrete wavelet transform; 5. The maximal overlap discrete wavelet transform; 6. The discrete wavelet packet transform; 7. Random variables and stochastic processes; 8. The wavelet variance; 9. Analysis and synthesis of long memory processes; 10. Wavelet-based signal estimation; 11. Wavelet analysis of finite energy signals; Appendix. Answers to embedded exercises; References; Author index; Subject index.
