Wavelet methods for time series analysis / Donald B. Percival, Andrew T. Walden.
"Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with full solutions provided in the Appendix - allow use of the book for self-guided study; additional exercises can be used in a classroom setting. A Web site gives access to the time series and w...
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| Online Access: |
Full Text (via Cambridge) |
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| Main Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2000.
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| Series: | Cambridge series on statistical and probabilistic mathematics.
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| Subjects: |
Table of Contents:
- 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.