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Time Series And Wavelet Analysis

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Wavelet Methods For Time Series Analysis

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Author : Donald B. Percival
language : en
Publisher: Cambridge University Press
Release Date : 2000

Wavelet Methods For Time Series Analysis written by Donald B. Percival and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Computers categories.

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

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Author : Donald B. Percival
language : en
Publisher: Cambridge University Press
Release Date : 2006-02-27

Time Series And Wavelet Analysis

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Author : Chang Chiann
language : en
Publisher: Springer Nature
Release Date : 2024-12-19

Time Series And Wavelet Analysis written by Chang Chiann and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-19 with Mathematics categories.

Prof. Pedro A. Morettin is a Distinguished Professor of Statistics at the Institute of Mathematics and Statistics of the University of São Paulo (IME-USP), where he has built an academic career spanning almost six decades. His work has had a significant impact on Time Series Analysis and Wavelet Statistical Methods, as exemplified by the papers appearing in this Festschrift, which are authored by renowned researchers in both fields. Besides his long-term commitment to research, Prof. Morettin is very active in mentoring and serving the profession. Moreover, he has written several textbooks, which are still a leading source of knowledge and learning for undergraduate and graduate students, practitioners, and researchers. Divided into two parts, the Festschrift presents a collection of papers that illustrate Prof. Morettin’s broad contributions to Time Series and Econometrics, and to Wavelets. The reader will be able to learn state-of-the-art statistical methodologies, from periodic ARMA models, fractional Brownian motion, and generalized Ornstein-Uhlenbeck processes to spatial models, passing through complex structures designed for high-dimensional data analysis, such as graph and dynamic models. The topics and data features discussed here include high-frequency sampling, fNRIS, forecasting, portfolio apportionment, volatility assessment, dairy production, and inflation, which are relevant to econometrics, medicine, and the food industry. The volume ends with a discussion of several very powerful tools based on wavelets, spectral analysis, dimensionality reduction, self-similarity, scaling, copulas, and other notions.

Wavelet Methods In Statistics With R

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Author : Guy Nason
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-25

Wavelet Methods In Statistics With R written by Guy Nason and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-25 with Mathematics categories.

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.

A Wavelet Tour Of Signal Processing

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Author : Stephane Mallat
language : en
Publisher: Elsevier
Release Date : 1999-09-14

A Wavelet Tour Of Signal Processing written by Stephane Mallat and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-09-14 with Computers categories.

This book is intended to serve as an invaluable reference for anyone concerned with the application of wavelets to signal processing. It has evolved from material used to teach "wavelet signal processing" courses in electrical engineering departments at Massachusetts Institute of Technology and Tel Aviv University, as well as applied mathematics departments at the Courant Institute of New York University and ÉcolePolytechnique in Paris. - Provides a broad perspective on the principles and applications of transient signal processing with wavelets - Emphasizes intuitive understanding, while providing the mathematical foundations and description of fast algorithms - Numerous examples of real applications to noise removal, deconvolution, audio and image compression, singularity and edge detection, multifractal analysis, and time-varying frequency measurements - Algorithms and numerical examples are implemented in Wavelab, which is a Matlab toolbox freely available over the Internet - Content is accessible on several level of complexity, depending on the individual reader's needs New to the Second Edition - Optical flow calculation and video compression algorithms - Image models with bounded variation functions - Bayes and Minimax theories for signal estimation - 200 pages rewritten and most illustrations redrawn - More problems and topics for a graduate course in wavelet signal processing, in engineering and applied mathematics

Wavelet Analysis

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Author : Sabrine Arfaoui
language : en
Publisher: CRC Press
Release Date : 2021-04-20

Wavelet Analysis written by Sabrine Arfaoui and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-20 with Mathematics categories.

Wavelet Analysis: Basic Concepts and Applications provides a basic and self-contained introduction to the ideas underpinning wavelet theory and its diverse applications. This book is suitable for master’s or PhD students, senior researchers, or scientists working in industrial settings, where wavelets are used to model real-world phenomena and data needs (such as finance, medicine, engineering, transport, images, signals, etc.). Features: Offers a self-contained discussion of wavelet theory Suitable for a wide audience of post-graduate students, researchers, practitioners, and theorists Provides researchers with detailed proofs Provides guides for readers to help them understand and practice wavelet analysis in different areas

Wavelets In Geophysics

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Author : Efi Foufoula-Georgiou
language : en
Publisher: Academic Press
Release Date : 1994-09-02

Wavelets In Geophysics written by Efi Foufoula-Georgiou and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-09-02 with Mathematics categories.

Applications of wavelet analysis to the geophysical sciences grew from Jean Morlet's work on seismic signals in the 1980s. Used to detect signals against noise, wavelet analysis excels for transients or for spatiallylocalized phenomena. In this fourth volume in the renown WAVELET ANALYSIS AND ITS APPLICATIONS Series, Efi Foufoula-Georgiou and Praveen Kumar begin with a self-contained overview of the nature, power, and scope of wavelet transforms. The eleven originalpapers that follow in this edited treatise show how geophysical researchers are using wavelets to analyze such diverse phenomena as intermittent atmospheric turbulence, seafloor bathymetry, marine and other seismic data, and flow in aquifiers. Wavelets in Geophysics will make informative reading for geophysicists seeking an up-to-date account of how these tools are being used as well as for wavelet researchers searching for ideas for applications, or even new points of departure. Includes twelve original papers written by experts in the geophysical sciences Provides a self-contained overview of the nature, power, and scope of wavelet transforms Presents applications of wavelets to geophysical phenomena such as: The sharp events of seismic data, Long memory processes, such as fluctuation in the level of the Nile, A structure preserving decomposition of turbulence signals

An Introduction To Wavelets And Other Filtering Methods In Finance And Economics

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Author : Ramazan Gençay
language : en
Publisher: San Diego : Academic Press
Release Date : 2002

An Introduction To Wavelets And Other Filtering Methods In Finance And Economics written by Ramazan Gençay and has been published by San Diego : Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.

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 Transforms And Their Applications

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Author : Lokenath Debnath
language : en
Publisher: Springer Science & Business Media
Release Date : 2002

Wavelet Transforms And Their Applications written by Lokenath Debnath and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.

Overview Historically, the concept of "ondelettes" or "wavelets" originated from the study of time-frequency signal analysis, wave propagation, and sampling theory. One of the main reasons for the discovery of wavelets and wavelet transforms is that the Fourier transform analysis does not contain the local information of signals. So the Fourier transform cannot be used for analyzing signals in a joint time and frequency domain. In 1982, Jean MorIet, in collaboration with a group of French engineers, first introduced the idea of wavelets as a family of functions constructed by using translation and dilation of a single function, called the mother wavelet, for the analysis of nonstationary signals. However, this new concept can be viewed as the synthesis of various ideas originating from different disciplines including mathematics (Calder6n-Zygmund operators and Littlewood-Paley theory), physics (coherent states in quantum mechanics and the renormalization group), and engineering (quadratic mirror filters, sideband coding in signal processing, and pyramidal algorithms in image processing). Wavelet analysis is an exciting new method for solving difficult problems in mathematics, physics, and engineering, with modern applications as diverse as wave propagation, data compression, image processing, pattern recognition, computer graphics, the detection of aircraft and submarines, and improvement in CAT scans and other medical image technology. Wavelets allow complex information such as music, speech, images, and patterns to be decomposed into elementary forms, called the fundamental building blocks, at different positions and scales and subsequently reconstructed with high precision.

Time Series Data Analysis In Oceanography

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Author : Chunyan Li
language : en
Publisher: Cambridge University Press
Release Date : 2022-05-05

Time Series Data Analysis In Oceanography written by Chunyan Li and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-05 with Computers categories.

Textbook for students and researchers in oceanography and Earth science on theory and practice of time series analysis using MATLAB.

Time Series And Wavelet Analysis

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