Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis PDF Author: Donald B. Percival
Publisher: Cambridge University Press
ISBN: 9780521640688
Category : Computers
Languages : en
Pages : 624

Book Description
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

Wavelet Methods for Time Series Analysis PDF Author: Donald B. Percival
Publisher: Cambridge University Press
ISBN: 1107717396
Category : Mathematics
Languages : en
Pages : 628

Book Description
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

Wavelet Methods for Time Series Analysis PDF Author: Donald B. Percival
Publisher: Cambridge University Press
ISBN: 9780521685085
Category : Computers
Languages : en
Pages : 628

Book Description
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.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics PDF Author: Ramazan Gençay
Publisher: Elsevier
ISBN: 0080509223
Category : Business & Economics
Languages : en
Pages : 383

Book Description
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods

Wavelet Methods in Statistics with R

Wavelet Methods in Statistics with R PDF Author: Guy Nason
Publisher: Springer Science & Business Media
ISBN: 0387759611
Category : Mathematics
Languages : en
Pages : 259

Book Description
This book contains information on how to tackle many important problems using a multiscale statistical approach. It focuses on how to use multiscale methods and discusses methodological and applied considerations.

Multiscale Wavelet Methods for Partial Differential Equations

Multiscale Wavelet Methods for Partial Differential Equations PDF Author: Wolfgang Dahmen
Publisher: Elsevier
ISBN: 0080537146
Category : Mathematics
Languages : en
Pages : 587

Book Description
This latest volume in the Wavelets Analysis and Its Applications Series provides significant and up-to-date insights into recent developments in the field of wavelet constructions in connection with partial differential equations. Specialists in numerical applications and engineers in a variety of fields will find Multiscale Wavelet for Partial Differential Equations to be a valuable resource. - Covers important areas of computational mechanics such as elasticity and computational fluid dynamics - Includes a clear study of turbulence modeling - Contains recent research on multiresolution analyses with operator-adapted wavelet discretizations - Presents well-documented numerical experiments connected with the development of algorithms, useful in specific applications

European Congress of Mathematics

European Congress of Mathematics PDF Author: Carles Casacuberta
Publisher: Birkhäuser
ISBN: 3034882661
Category : Mathematics
Languages : en
Pages : 630

Book Description
This is the second volume of the proceedings of the third European Congress of Mathematics. Volume I presents the speeches delivered at the Congress, the list of lectures, and short summaries of the achievements of the prize winners as well as papers by plenary and parallel speakers. The second volume collects articles by prize winners and speakers of the mini-symposia. This two-volume set thus gives an overview of the state of the art in many fields of mathematics and is therefore of interest to every professional mathematician.

Analyzing Neural Time Series Data

Analyzing Neural Time Series Data PDF Author: Mike X Cohen
Publisher: MIT Press
ISBN: 0262019876
Category : Psychology
Languages : en
Pages : 615

Book Description
A comprehensive guide to the conceptual, mathematical, and implementational aspects of analyzing electrical brain signals, including data from MEG, EEG, and LFP recordings. This book offers a comprehensive guide to the theory and practice of analyzing electrical brain signals. It explains the conceptual, mathematical, and implementational (via Matlab programming) aspects of time-, time-frequency- and synchronization-based analyses of magnetoencephalography (MEG), electroencephalography (EEG), and local field potential (LFP) recordings from humans and nonhuman animals. It is the only book on the topic that covers both the theoretical background and the implementation in language that can be understood by readers without extensive formal training in mathematics, including cognitive scientists, neuroscientists, and psychologists. Readers who go through the book chapter by chapter and implement the examples in Matlab will develop an understanding of why and how analyses are performed, how to interpret results, what the methodological issues are, and how to perform single-subject-level and group-level analyses. Researchers who are familiar with using automated programs to perform advanced analyses will learn what happens when they click the “analyze now” button. The book provides sample data and downloadable Matlab code. Each of the 38 chapters covers one analysis topic, and these topics progress from simple to advanced. Most chapters conclude with exercises that further develop the material covered in the chapter. Many of the methods presented (including convolution, the Fourier transform, and Euler's formula) are fundamental and form the groundwork for other advanced data analysis methods. Readers who master the methods in the book will be well prepared to learn other approaches.

Time Series Analysis: Methods and Applications

Time Series Analysis: Methods and Applications PDF Author: Tata Subba Rao
Publisher: Elsevier
ISBN: 0444538585
Category : Mathematics
Languages : en
Pages : 778

Book Description
'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.

Time-Series Analysis and Cyclostratigraphy

Time-Series Analysis and Cyclostratigraphy PDF Author: Graham P. Weedon
Publisher: Cambridge University Press
ISBN: 1139435175
Category : Science
Languages : en
Pages : 275

Book Description
Increasingly environmental scientists, palaeoceanographers and geologists are collecting quantitative records of environmental changes (time-series) from sediments, ice cores, cave calcite, corals and trees. This book explains how to analyse these records, using straightforward explanations and diagrams rather than formal mathematical derivations. All the main cyclostratigraphic methods are covered including spectral analysis, cross-spectral analysis, filtering, complex demodulation, wavelet and singular spectrum analysis. Practical problems of time-series analysis, including those of distortions of environmental signals during stratigraphic encoding, are considered in detail. Recent research into various types of tidal and climatic cycles is summarised. The book ends with an extensive reference section, and an appendix listing sources of computer algorithms. This book provides the ideal reference for all those using time-series analysis to study the nature and history of climatic and tidal cycles. It is suitable for senior undergraduate and graduate courses in environmental science, palaeoceanography and geology.
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