Wavelet methods for time series analysis. Andrew T. Walden, Donald B. Percival

Wavelet methods for time series analysis



Download Wavelet methods for time series analysis



Wavelet methods for time series analysis Andrew T. Walden, Donald B. Percival ebook djvu
Publisher: Cambridge University Press
Language: English
Page: 611
ISBN: 0521685087, 9780521685085

The analysis of time series data is essential to many areas of science, engineering, finance and economics. 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. Author resource page: http://faculty.washington.edu/dbp/wmtsa.html



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