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Wavelet Methods for Time Series Analysis Paperback – Feb 27 2006


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Product Details

  • Paperback: 622 pages
  • Publisher: Cambridge University Press; 1 edition (Feb. 27 2006)
  • Language: English
  • ISBN-10: 0521685087
  • ISBN-13: 978-0521685085
  • Product Dimensions: 17.7 x 3.2 x 25.3 cm
  • Shipping Weight: 1.1 Kg
  • Average Customer Review: 4.4 out of 5 stars  See all reviews (5 customer reviews)
  • Amazon Bestsellers Rank: #480,123 in Books (See Top 100 in Books)
  • See Complete Table of Contents

Product Description

Review

"The authors...provide considerable background material, tell their story from scratch, proceed at a careful pace...and work out detailed applications...Recommended" Choice

Book Description

This introduction to wavelet analysis, and to wavelet-based statistical analysis of time series, gives detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet (and related) transforms. Numerous examples illustrate the techniques on real data. Embedded exercises--with full solutions provided--aid 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 how to access software in S-Plus and other languages.

Inside This Book (Learn More)
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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). Read the first page
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Customer Reviews

4.4 out of 5 stars
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Most helpful customer reviews

Format: Hardcover
The purpose of this text is to introduce wavelet methodology targeted toward applications in time series analysis. Emphasis is placed on the discrete wavelet transform and other discrete wavelets. There are many analogies to the spectral analysis of time series that the authors make. The authors do not assume knowledge of Fourier analysis and cover the relevent theory in Chapter 2. Just as the frequency domain methods decompose the variance of a time series into frequency components so to do wavelets decompose the variance according to scales. The authors take great pains in demonstrating this with several wavelets including the DWT and MODWT. Fast transform methods exist for wavelets as well as for Fourier series and they are apparently even simpler and faster for wavelets.
The text tries to be self-contained and the authors start out at a very elementary level. They emphasize applications and practical aspects of wavelets.
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Format: Hardcover
Few wavelet books offer such a deep insight into wavelet methods
for time series analysts. It goes very deep within the applied
side of wavelet analysis on real time series while not compromising
the mathematical side. A lot of books and papers insist too much
on the mathematical side of wavelets while this one provides just
the right balance between rigor and practical insight. If your
interest does not lie in maths but just in wavelets as a tool,
stick to this one.
As a bonus, it contains a lot of exercices along with answers
at the end of the book...a very good textbook indeed...
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By A Customer on Aug. 3 2001
Format: Hardcover
As far as I am concerned,anything Don Percival writes about the topic of wavelets - or digital signal processing - is well worth reading. I was struggling to understand wavelets before I ran across a paper by Percival (and cohorts from the University of Washington) on interpreting remote sensing sea ice data using wavelets. After reading the very clear and compact description of wavelet analysis the light bulb clicked on for me. This book is a must read for anyone interested in wavelets from beginners to experienced practicioners.
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Format: Hardcover
This book offers a concise highly mathematical accurate analysis treatment of modern wavelet theory. It covers all essential material and should be suitable for those involved in Digital Signal Processing.
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0 of 1 people found the following review helpful By U Might B Wrong on Dec 23 2002
Format: Hardcover
Well written book. It would be nice to have some "MatLab" problems. Excellent motivational or explanatory examples.
I gave it three stars because most reviewers are far to liberal with their stars. To me 3 stars means worth buying, 4 means a must buy, and 5 means it'll be a classic for a long time.
I equate this book to Mallet's "A Wavelet Tour of Signal Processing". The subject matter is slightly different, but both are very readable.
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