Wavelet Methods for Time Series Analysis 9780511841040
This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysi
493 92 45MB
English Pages [613] Year 2013
Table of contents :
s3927590
Wavelet Methods for Time Series Analysis
Conventions and Notation
1 - Introduction to Wavelets
2 - Review of Fourier Theory and Filters
3 - Orthonormal Transforms of Time Series
4 - The Discrete Wavelet Transform
5 - The Maximal Overlap Discrete Wavelet Transform
6 - The Discrete Wavelet Packet Transform
7 - Random Variables and Stochastic Processes
8 - The Wavelet Variance
9 - Analysis and Synthesis of Long Memory Processes
10 - Wavelet-Based Signal Estimation
11 - Wavelet Analysis of Finite Energy Signals
Appendix. Answers to Embedded Exercises
References
Author Index
Subject Index
s3927590
Wavelet Methods for Time Series Analysis
Conventions and Notation
1 - Introduction to Wavelets
2 - Review of Fourier Theory and Filters
3 - Orthonormal Transforms of Time Series
4 - The Discrete Wavelet Transform
5 - The Maximal Overlap Discrete Wavelet Transform
6 - The Discrete Wavelet Packet Transform
7 - Random Variables and Stochastic Processes
8 - The Wavelet Variance
9 - Analysis and Synthesis of Long Memory Processes
10 - Wavelet-Based Signal Estimation
11 - Wavelet Analysis of Finite Energy Signals
Appendix. Answers to Embedded Exercises
References
Author Index
Subject Index
- Author / Uploaded
- Donald B. Percival
- Andrew T. Walden
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