Wavelet Methods for Time Series Analysis (Cambridge Series in Statistical and Probabilistic Mathematics)
Publisher: Cambridge University Press
Published: July 24, 2000
Language: eng
Format: Hardcover
Number of pages: 620
ISBN-13: 9780521640688
Subjects: Probability & statistics; Time Series Analysis; Harmonic Analysis; Mathematics; Science/Mathematics; Time-series analysis; Probability & Statistics - General; Mathematics / Statistics; Mathematical Analysis; Wavelets (Mathematics)
First sentence: Wavelets are mathematical tools for analyzing time series or images (although not exclusively so: for examples of usage in other applications, see Stollnitz et al., 1996, and Sweldens, 1996).
Description: "Data in the form of time series are routinely collected in science, engineering, and other areas such as finance and economics. This is an introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series. It 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 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 wavelets used in the book, as well as information on obtaining software in S-Plus and other languages." "This book will be welcomed by all students and researchers wishing to use wavelet methods to analyse time series."--Jacket.