Wavelet Methods for Time Series Analysis 9780511841040

This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysi

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English Pages [613] Year 2013

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Wavelet Methods for Time Series Analysis
 9780511841040

Table of contents :
s3927590
Wavelet Methods for Time Series Analysis

Conventions and Notation

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

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