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Wavelet Methods for Time Series Analysis Paperback – Feb 27 2006

4.4 out of 5 stars 5 customer reviews

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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: 1.2 Kg
  • Average Customer Review: 4.4 out of 5 stars 5 customer reviews
  • Amazon Bestsellers Rank: #536,129 in Books (See Top 100 in Books)
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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.


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