Wavelet Methods for Time Series Analysis
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Wavelet Methods for Time Series Analysis by Donald B. Percival
Book DescriptionThis 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 DetailsISBN: 9780521685085
(253mm x 177mm x 32mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 27-Feb-2006
Country of Publication: United Kingdom
Books By Author Donald B. Percival
Spectral Analysis for Physical Applications, Paperback (June 1993)» View all books by Donald B. Percival
An up-to-date introduction to univariate spectral analysis at the graduate level.
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