Wavelet methods for time series analysis

Donald B. Percival, Andrew T. Walden

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.

「Nielsen BookData」より

[目次]

  • 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.

「Nielsen BookData」より

この本の情報

書名 Wavelet methods for time series analysis
著作者等 Percival, Donald B.
Walden, Andrew T.
シリーズ名 Cambridge series on statistical and probabilistic mathematics
出版元 Cambridge University Press
刊行年月 2006
ページ数 xxv, 594 p.
大きさ 26 cm
ISBN 0521685087
NCID BA77493505
※クリックでCiNii Booksを表示
言語 英語
出版国 イギリス
この本を: 
このエントリーをはてなブックマークに追加

このページを印刷

外部サイトで検索

この本と繋がる本を検索

ウィキペディアから連想