Wavelet Methods for Time Series Analysis

Author: Percival
Publisher:
Publish Date: 2004-05-01
Features: This book is an introduction to wavelet analysis that progresses from basic to advanced levels, introducing time series statistical analysis based on wavelets. The discrete-time techniques in practice are the focus of this book, while it also provides a detailed description of the principles and algorithms involved in understanding and implementing the discrete wavelet transform. The book is rich in illustrations, accompanied by numerous exercises in the main text, with answers to these exercises provided in the appendix. Each chapter also includes exercises suitable for classroom assignments. The book's website offers materials on time series and wavelets, and provides information on developing software using S-Plus and other languages. Time series analysis is the study of statistical patterns that random data sequences follow, using methods from stochastic process theory and mathematical statistics, to solve practical problems in various fields such as scientific research, engineering technology, finance, and economics. This book is an introduction to wavelet analysis that progresses from basic to advanced levels, introducing time series statistical analysis based on wavelets. The discrete-time techniques in practice are the focus of this book, while it also provides a detailed description of the principles and algorithms involved in understanding and implementing the discrete wavelet transform. The book is rich in illustrations, accompanied by numerous exercises in the main text, with answers to these exercises provided in the appendix. Each chapter also includes exercises suitable for classroom assignments. The book's website offers materials on time series and wavelets, and provides information on developing software using S-Plus and other languages.