Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis
Author :
Publisher : Cambridge University Press
Total Pages : 628
Release :
ISBN-10 : 9781107717398
ISBN-13 : 1107717396
Rating : 4/5 (396 Downloads)

Book Synopsis Wavelet Methods for Time Series Analysis by : Donald B. Percival

Download or read book Wavelet Methods for Time Series Analysis written by Donald B. Percival and published by Cambridge University Press. This book was released on 2006-02-27 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Wavelet Methods for Time Series Analysis Related Books

Wavelet Methods for Time Series Analysis
Language: en
Pages: 628
Authors: Donald B. Percival
Categories: Mathematics
Type: BOOK - Published: 2006-02-27 - Publisher: Cambridge University Press

GET EBOOK

This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete tim
Wavelet Transform in Financial Time Series Analysis
Language: en
Pages: 0
Authors: Andriy Savka
Categories:
Type: BOOK - Published: 2018 - Publisher:

GET EBOOK

Wavelet transform, based on the theory of Fourier transform, is a powerful tool of frequency analysis, which allows to switch from time domain of time series to
An Introduction to Wavelet Theory in Finance
Language: en
Pages: 213
Authors: Francis In
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: World Scientific

GET EBOOK

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis including Fourier analysis and spectral analysis; the maximum ov
An Introduction to Wavelet Theory in Finance
Language: en
Pages: 213
Authors: Francis In
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: World Scientific

GET EBOOK

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis OCo including Fourier analysis and spectral analysis; the maximu
Wavelet Multiresolution Analysis of Financial Time Series
Language: en
Pages: 121
Authors: Mikko Ranta
Categories: Finance
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK