Author: Thomas Meinl
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description

Author: Donald B. Percival
Publisher: Cambridge University Press
ISBN: 1107717396
Category : Mathematics
Languages : en
Pages : 628

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Book Description
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.

Author: Gregory W. Wornell
Publisher: Prentice Hall
ISBN:
Category : Mathematics
Languages : en
Pages : 200

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Book Description
Fractal geometry and recent developments in wavelet theory are having an important impact on the field of signal processing. Efficient representations for fractal signals based on wavelets are opening up new applications for signal processing, and providing better solutions to problems in existing applications. Signal Processing with Fractals provides a valuable introduction to this new and exciting area, and develops a powerful conceptual foundation for understanding the topic. Practical techniques for synthesizing, analyzing, and processing fractal signals for a wide range of applications are developed in detail, and novel applications in communications are explored.

Author: Mike X Cohen
Publisher: MIT Press
ISBN: 0262019876
Category : Psychology
Languages : en
Pages : 615

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Book Description
A comprehensive guide to the conceptual, mathematical, and implementational aspects of analyzing electrical brain signals, including data from MEG, EEG, and LFP recordings. This book offers a comprehensive guide to the theory and practice of analyzing electrical brain signals. It explains the conceptual, mathematical, and implementational (via Matlab programming) aspects of time-, time-frequency- and synchronization-based analyses of magnetoencephalography (MEG), electroencephalography (EEG), and local field potential (LFP) recordings from humans and nonhuman animals. It is the only book on the topic that covers both the theoretical background and the implementation in language that can be understood by readers without extensive formal training in mathematics, including cognitive scientists, neuroscientists, and psychologists. Readers who go through the book chapter by chapter and implement the examples in Matlab will develop an understanding of why and how analyses are performed, how to interpret results, what the methodological issues are, and how to perform single-subject-level and group-level analyses. Researchers who are familiar with using automated programs to perform advanced analyses will learn what happens when they click the “analyze now” button. The book provides sample data and downloadable Matlab code. Each of the 38 chapters covers one analysis topic, and these topics progress from simple to advanced. Most chapters conclude with exercises that further develop the material covered in the chapter. Many of the methods presented (including convolution, the Fourier transform, and Euler's formula) are fundamental and form the groundwork for other advanced data analysis methods. Readers who master the methods in the book will be well prepared to learn other approaches.

Author: Patrick Flandrin
Publisher: Academic Press
ISBN: 0080543030
Category : Mathematics
Languages : en
Pages : 401

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Book Description
This highly acclaimed work has so far been available only in French. It is a detailed survey of a variety of techniques for time-frequency/time-scale analysis (the essence of "Wavelet Analysis"). This book has broad and comprehensive coverage of a topic of keen interest to a variety of engineers, especially those concerned with signal and image processing. Flandrin provides a discussion of numerous issues and problems that arise from a mixed description in time and frequency, as well as problems in interpretation inherent in signal theory. - Detailed coverage of both linear and quadratic solutions - Various techniques for both random and deterministic signals

Author: Guy Nason
Publisher: Springer Science & Business Media
ISBN: 0387759611
Category : Mathematics
Languages : en
Pages : 259

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Book Description
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.

Author: Ilya A. Lavrik
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages :

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Book Description
Given the recent popularity and clear evidence of wide applicability of wavelets, this thesis is devoted to several statistical applications of Wavelet transforms. Statistical multiscale modeling has, in the most recent decade, become a well-established area in both theoretical and applied statistics, with impact on developments in statistical methodology. Wavelet-based methods are important in statistics in areas such as regression, density and function estimation, factor analysis, modeling and forecasting in time series analysis, assessing self-similarity and fractality in data, and spatial statistics. In this thesis we show applicability of the wavelets by considering three problems: First, we consider a binary wavelet-based linear classifier. Both consistency results and implemental issues are addressed. We show that under mild assumptions wavelet-based classification rule is both weakly and strongly universally consistent. The proposed method is illustrated on synthetic data sets in which the truth is known and on applied classification problems from the industrial and bioengineering fields. Second, we develop wavelet shrinkage methodology based on testing multiple hypotheses in the wavelet domain. The shrinkage/thresholding approach by implicit or explicit simultaneous testing of many hypotheses had been considered by many researchers and goes back to the early 1990's. We propose two new approaches to wavelet shrinkage/thresholding based on local False Discovery Rate (FDR), Bayes factors and ordering of posterior probabilities. Finally, we propose a novel method for the analysis of straight-line alignment of features in the images based on Hough and Wavelet transforms. The new method is designed to work specifically with Transmission Electron Microscope (TEM) images taken at nanoscale to detect linear structure formed by the atomic lattice.

Author: Todd Ogden
Publisher: Springer Science & Business Media
ISBN: 1461207096
Category : Technology & Engineering
Languages : en
Pages : 218

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Book Description
I once heard the book by Meyer (1993) described as a "vulgarization" of wavelets. While this is true in one sense of the word, that of making a sub ject popular (Meyer's book is one of the early works written with the non specialist in mind), the implication seems to be that such an attempt some how cheapens or coarsens the subject. I have to disagree that popularity goes hand-in-hand with debasement. is certainly a beautiful theory underlying wavelet analysis, there is While there plenty of beauty left over for the applications of wavelet methods. This book is also written for the non-specialist, and therefore its main thrust is toward wavelet applications. Enough theory is given to help the reader gain a basic understanding of how wavelets work in practice, but much of the theory can be presented using only a basic level of mathematics. Only one theorem is for mally stated in this book, with only one proof. And these are only included to introduce some key concepts in a natural way.

Author: Ruey S. Tsay
Publisher: John Wiley & Sons
ISBN: 1118617754
Category : Mathematics
Languages : en
Pages : 414

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Book Description
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.

Author: Ramazan Gençay
Publisher: Elsevier
ISBN: 0080509223
Category : Business & Economics
Languages : en
Pages : 383

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Book Description
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