Wavelet Methods for Time Series Analysis

by Andrew T. Walden and Donald B. Percival

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521685087
• ISBN13: 9780521685085
• Release Date: February 2006
• Publisher: Cambridge University Press
• Length: 622 Pages
• Weight: 2.58 lbs.
• Dimensions: 1.3" x 7.1" x 10.0"