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Wavelet Methods for Time Series Analysis (Cambridge Series by Donald B. Percival,Andrew T. Walden

By Donald B. Percival,Andrew T. Walden

This creation to wavelet research 'from the floor point and up', and to wavelet-based statistical research of time sequence specializes in functional discrete time options, with unique descriptions of the idea and algorithms had to comprehend and enforce the discrete wavelet transforms. various examples illustrate the thoughts on genuine time sequence. the various embedded workouts - with whole strategies supplied within the Appendix - enable readers to exploit the publication for self-guided examine. extra workouts can be utilized in a lecture room environment. a website bargains entry to the time sequence and wavelets utilized in the ebook, in addition to details on getting access to software program in S-Plus and different languages. scholars and researchers wishing to exploit wavelet how to research time sequence will locate this e-book essential.

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