Wavelet Methods for Time Series Analysis (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 4) - Hardcover

Percival, Donald B.; Walden, Andrew T.

Hardcover

ISBN 10: 0521640687 ISBN 13: 9780521640688

Publisher: Cambridge University Press, 2000

Synopsis

This book contains detailed descriptions of the theory and algorithms needed to understand and implement discrete wavelet transforms.

About this title

Review

'In my opinion the book by Percival and Walden should be available in every university library, and every time-series analyst must read this book for an alternative (to Fourier) set of techniques.' T. Subba Rao, Publication of the International Statistical Institute

'... would be an ideal text for a statistics doctoral student who is new to the field of wavelets ... the content, lay-out and consistency of the text mean that it should also be a valuable reference resource for the wavelet researcher.' Tim Downie, The Statistician

'The authors ... provide considerable background material, tell their story from scratch, proceed at a careful pace ... and work out detailed applications ... Recommended.' Choice

Book Description

This introduction to wavelet analysis and 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. The book contains numerous exercises and a website offering access to the time series and wavelet software.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2000
• Language: English
• ISBN 10: 0521640687
• ISBN 13: 9780521640688
• Binding: Hardcover
• Number of pages: 620