Wavelet Methods for Time Series Analysis (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 4) - Tapa dura

Libro 12 de 46: Cambridge Series in Statistical and Probabilistic Mathematics

Percival, Donald B.; Walden, Andrew T.

 
9780521640688: Wavelet Methods for Time Series Analysis (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 4)
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ISBN 10: 0521640687 ISBN 13: 9780521640688
Editorial: Cambridge University Press, 2000

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

'In my opinion the book by Percival and Walden should be available in every university library, and every time-series analyst must read this book for an alternative (to Fourier) set of techniques.' T. Subba Rao, Publication of the International Statistical Institute

'... would be an ideal text for a statistics doctoral student who is new to the field of wavelets ... the content, lay-out and consistency of the text mean that it should also be a valuable reference resource for the wavelet researcher.' Tim Downie, The Statistician

'The authors ... provide considerable background material, tell their story from scratch, proceed at a careful pace ... and work out detailed applications ... Recommended.' Choice

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2000
Idioma
Inglés
ISBN 10 
0521640687
ISBN 13 
9780521640688
Encuadernación
Tapa dura
Número de páginas
620
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9780521685085: Wavelet Methods for Time Series Analysis: 4 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 4)

Edición Destacada

ISBN 10:  0521685087 ISBN 13:  9780521685085
Editorial: Cambridge University Press, 2010
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