Wavelet methods for time series analysis by Andrew T. Walden, Donald B. Percival

Wavelet methods for time series analysis



Download Wavelet methods for time series analysis




Wavelet methods for time series analysis Andrew T. Walden, Donald B. Percival ebook
Page: 611
Format: djvu
ISBN: 0521685087, 9780521685085
Publisher: Cambridge University Press


The OCW Finder Wavelets, Filter Banks and Applications, Spring 2003. Wavelet analysis techniques, while not as commonly understood as Fourier analysis, are nonetheless frequently applied to problems in which time and frequency information are desired simultaneously. In this way, any sudden event in a time series can be determined to reasonable accuracy through the wavelet method, regardless of any particular frequency that may be associated with the phenomenon. Topics in Brain and Cognitive Sciences Human Ethology, Spring 2001. Topics in Combinatorial Optimization, Spring 2004. . The wavelet-based tools for analysis of time series are important because they have been shown to provide a better estimator (and confidence intervals) than other approaches for the Hurst parameter [14]. Walden “Wavelet Methods for Time Series Analysis" Cambridge University Press | 2000-07-24 | ISBN: 0521640687 | 620 pages | DJVU | 16 MB. Time Series Analysis, Fall 2002. Econometricians study time series from the point of frequency methods (spectrum analysis, wavelet analysis) and the methods of time domain (cross-correlation analysis, autocorrelation analysis). Mit civil mit foreign languages literatures.