Wavelet Methods for Time Series Analysis |
|
| Author:
| Percival, Donald B.
Walden, Andrew T. |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-0-511-84104-0 |
| Publication Date: | Dec 2013 |
| Publisher: | Cambridge University Press
|
| Book Format: | Digital download and online |
| List Price: | USD $225.00 |
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.
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.