Wavelet Methods for Time Series Analysis - Brossura

Percival, Donald B.

Brossura

ISBN 10: 0521685087 ISBN 13: 9780521685085

Casa editrice: Cambridge University Press, 2010

Riassunto

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.

Su questo libro

Recensione:

'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.' Choice

Descrizione del libro:

This introduction to wavelet analysis and 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. The book contains numerous exercises and a website offering access to the time series and wavelet software.

Su questa edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2010
• ISBN 10: 0521685087
• ISBN 13: 9780521685085
• Rilegatura: Copertina flessibile
• Numero di pagine: 622