剑桥统计和概率数学系列：时间序列分析的小波方法 英文原版 Wavelet Methods for Time Series Analysis Donald B. Percival

基本信息

Format Paperback | 622 pages

Dimensions 170 x 244 x 32mm | 980g

Publication date 18 Aug 2010

Publisher Cambridge University Press

Language English

ISBN10 0521685087

ISBN13 9780521685085

页面参数仅供参考，具体以实物为准

书籍简介

这篇关于小波分析的介绍 "从头到尾"，以及基于小波的时间序列统计分析，侧重于实用的离散时间技术，并详细描述了理解和实现离散小波变换所需的理论和算法。大量的例子说明了实际时间序列上的技术。许多嵌入式练习--附录中提供了完整的解决方案--使读者可以利用本书进行自我指导学习。额外的练习可以在课堂上使用。一个网站提供了对书中使用的时间序列和小波的访问，以及访问S-Plus和其他语言软件的信息。希望使用小波方法来分析时间序列的学生和研究人员会发现这本书是必不可少的。

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.

书籍目录

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.

作者简介

Donald B. Perciva，西雅图华盛顿大学。

Andrew T. Walden, 伦敦帝国理工学院。

Donald B. Perciva, University of Washington, Seattle.

Andrew T. Walden, Imperial College of Science, Technology and Medecine, London.