9780521685085: Wavelet Methods for Time Series Analysis
Couverture souple
ISBN 10 : 0521685087 ISBN 13 : 9780521685085
Editeur : Cambridge University Press, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

'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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2010
Langue
anglais
ISBN 10 
0521685087
ISBN 13 
9780521685085
Reliure
Broché
Nombre de pages
622
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521640688: Wavelet Methods for Time Series Analysis

Edition présentée

ISBN 10 :  0521640687 ISBN 13 :  9780521640688
Editeur : Cambridge University Press, 2000
Couverture rigide