UID:
almafu_9960120072002883
Format:
1 online resource (xxv, 594 pages) :
,
digital, PDF file(s).
ISBN:
1-107-71065-0
,
1-107-71330-7
,
0-511-84104-3
Series Statement:
Cambridge series on statistical and probabilistic mathematics ; 4
Content:
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.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
,
Introduction to wavelets -- review of fourier theory and filters -- orthonormal transforms of time series -- the discrete wavelet transform -- the maximal overlap discrete wavelet transform -- the discrete wavelet packet transform -- random variables and stochastic processes -- the wavelet variance -- analysis and synthesis of long memory processes -- wavelet-based signal estimation -- wavelet analysis of finite energy signals.
Additional Edition:
ISBN 0-521-68508-7
Additional Edition:
ISBN 0-521-64068-7
Language:
English
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
https://doi.org/10.1017/CBO9780511841040
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