Wavelet Methods for Time Series Analysis and over one million other books are available for Amazon Kindle. Learn more

Vous voulez voir cette page en français ? Cliquez ici.


or
Sign in to turn on 1-Click ordering.
More Buying Choices
Have one to sell? Sell yours here
Start reading Wavelet Methods for Time Series Analysis on your Kindle in under a minute.

Don't have a Kindle? Get your Kindle here, or download a FREE Kindle Reading App.

Wavelet Methods for Time Series Analysis [Paperback]

Donald B. Percival , Andrew T. Walden
4.4 out of 5 stars  See all reviews (5 customer reviews)
List Price: CDN$ 64.95
Price: CDN$ 51.96 & FREE Shipping. Details
You Save: CDN$ 12.99 (20%)
o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o
Usually ships within 2 to 4 weeks.
Ships from and sold by Amazon.ca. Gift-wrap available.

Formats

Amazon Price New from Used from
Kindle Edition CDN $46.99  
Hardcover --  
Paperback CDN $51.96  
Save Up to 90% on Textbooks
Hit the books in Amazon.ca's Textbook Store and save up to 90% on used textbooks and 35% on new textbooks. Learn more.
Join Amazon Student in Canada


Book Description

Feb. 27 2006 0521685087 978-0521685085 1
The analysis of time series data is essential to many areas of science, engineering, finance and economics. 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. Author resource page: http://faculty.washington.edu/dbp/wmtsa.html

Customers Who Bought This Item Also Bought


Product Details


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)
Browse and search another edition of this book.
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
Explore More
Concordance
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

Customer Reviews

4.4 out of 5 stars
4.4 out of 5 stars
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.
Was this review helpful to you?
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...
Was this review helpful to you?
5.0 out of 5 stars First rate all the way Aug. 3 2001
By A Customer
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.
Was this review helpful to you?
5.0 out of 5 stars First class book on wavelets!! Oct. 8 2000
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.
Was this review helpful to you?
0 of 1 people found the following review helpful
3.0 out of 5 stars Well written. 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.
Was this review helpful to you?
Want to see more reviews on this item?
Search Customer Reviews
Only search this product's reviews

Look for similar items by category


Feedback