Wavelet Methods for Time Series Analysis

作者: Donald B. Percival , Andrew T. Walden

DOI:

关键词:

摘要: 1. Introduction to wavelets 2. Review of Fourier theory and filters 3. Orthonormal transforms time series 4. The discrete wavelet transform 5. maximal overlap 6. packet 7. Random variables stochastic processes 8. variance 9. Analysis synthesis long memory 10. Wavelet-based signal estimation 11. Wavelet analysis finite energy signals Appendix. Answers embedded exercises References Author index Subject index.

参考文章(220)
R. R. Coifman, D. L. Donoho, Translation-Invariant De-Noising Wavelets and Statistics. pp. 125- 150 ,(1995) , 10.1007/978-1-4612-2544-7_9
Geoffrey Davis, Stéphane Mallat, Zhifeng Zhang, Adaptive Time-Frequency Approximations with Matching Pursuits Wavelet Analysis and Its Applications. ,vol. 5, pp. 271- 293 ,(1994) , 10.1016/B978-0-08-052084-1.50018-1
D. A. Hsu, Tests for Variance Shift at an Unknown Time Point Applied Statistics. ,vol. 26, pp. 279- 284 ,(1977) , 10.2307/2346968
A. Calderón, Intermediate spaces and interpolation, the complex method Studia Mathematica. ,vol. 24, pp. 113- 190 ,(1964) , 10.4064/SM-24-2-113-190
Stefan Peterson, Filtering and Wavelet Regression Methods with Application to Exercise ECG Department of Mathematical Statistics, Lund University. ,(1996)
Elfatih A. B. Eltahir, Guiling Wang, Nilometers, El Niño, and climate variability Geophysical Research Letters. ,vol. 26, pp. 489- 492 ,(1999) , 10.1029/1999GL900013
Tony D. Derose, David H. Salesin, Eric J. Stollnitz, Wavelets for computer graphics: theory and applications Wavelets for computer graphics: theory and applications. pp. 246- 246 ,(1996)
Andrew G. Bruce, David L. Donoho, Hong-Ye Gao, R. D. Martin, Denoising and Robust Non-Linear Wavelet Analysis, SPIE's International Symposium on Optical Engineering and Photonics in Aerospace Sensing. ,vol. 2242, pp. 325- 336 ,(1994) , 10.1117/12.170036