Wavelet Methods for Time Series Analysis by Donald B. Percival
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Wavelet Methods for Time Series Analysis
By Donald B. Percival

Wavelet Methods for Time Series Analysis

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Format: Paperback

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Wavelet Methods for Time Series Analysis by Donald B. Percival

Book 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.

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Book Details

ISBN: 9780521685085
ISBN-10: 0521685087
Format: Paperback
(253mm x 177mm x 32mm)
Pages: 622
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 27-Feb-2006
Country of Publication: United Kingdom

Other Editions...


Books By Author Donald B. Percival

Spectral Analysis for Physical Applications by Donald B. Percival Spectral Analysis for Physical Applications, Paperback (June 1993)

An up-to-date introduction to univariate spectral analysis at the graduate level.

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Spectral Analysis for Physical Applications by Donald B. Percival
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Wavelet Methods for Time Series Analysis by Andrew T. Walden
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