Wavelet Estimation of Spectral Densities in Time Series Analysis

Wavelet Estimation of Spectral Densities in Time Series Analysis PDF Author: Hong-Ye Gao
Publisher:
ISBN:
Category :
Languages : en
Pages : 136

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Book Description

Wavelet Estimation of Spectral Densities in Time Series Analysis

Wavelet Estimation of Spectral Densities in Time Series Analysis PDF Author: Hong-Ye Gao
Publisher:
ISBN:
Category :
Languages : en
Pages : 136

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Book Description


Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis PDF 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.

Spectral Analysis for Univariate Time Series

Spectral Analysis for Univariate Time Series PDF Author: Donald B. Percival
Publisher: Cambridge University Press
ISBN: 1108776175
Category : Mathematics
Languages : en
Pages : 718

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Book Description
Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric science and other areas are used in running examples throughout, to allow clear comparison of how the various methods address questions of interest. All major nonparametric and parametric spectral analysis techniques are discussed, with emphasis on the multitaper method, both in its original formulation involving Slepian tapers and in a popular alternative using sinusoidal tapers. The authors take a unified approach to quantifying the bandwidth of different nonparametric spectral estimates. An extensive set of exercises allows readers to test their understanding of theory and practical analysis. The time series used as examples and R language code for recreating the analyses of the series are available from the book's website.

Astronomical Time Series

Astronomical Time Series PDF Author: Dan Maoz
Publisher: Springer Science & Business Media
ISBN: 9401589410
Category : Mathematics
Languages : en
Pages : 311

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Book Description
ELlA M. LEIBOWITZ Director, Wise Observatory Chair, Scientific Organizing Committee The international symposium on "Astronomical Time Series" was held at the Tel Aviv University campus in Tel Aviv, from December 30 1996 to January 11997. It was organized in order to celebrate the 25th anniversary of the Florence and George Wise Observatory (WO) operated by Tel Aviv University. The site of the 1 meter telescope of the observatory is near the town of Mitzpe-Ramon, some 220 km south of Tel Aviv, at the center of the Israeli Negev highland. There were two major reasons for the choice of Time Series as the sub ject matter for our symposium. One is mainly concerned with the subject matter itself, and one is related particularly to the Wise Observatory. There is hardly any doubt that astronomical time series are among the most ancient concepts in human civilization and culture. One can even say that astronomical time series preceeded astronomy itself, as the impression of the day /night cycle on Earth is probably the first and most fundamental effect that impress a. human being, or, in fact, most living creatures on this planet. An echo of this idea. can be heard in the Biblical story of Creation, where the concept of night and day preceeds the creation of the astronomical objects.

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics PDF Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112313488
Category : Mathematics
Languages : en
Pages : 752

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Book Description
No detailed description available for "Probability Theory and Mathematical Statistics".

A Wavelet Tour of Signal Processing

A Wavelet Tour of Signal Processing PDF Author: Stephane Mallat
Publisher: Elsevier
ISBN: 0080520839
Category : Computers
Languages : en
Pages : 663

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Book Description
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

Wavelets

Wavelets PDF Author: B. W. Silverman
Publisher:
ISBN: 019850716X
Category : Mathematics
Languages : en
Pages : 274

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Book Description
Wavelets are transforming current thinking in a wide range of fields by allowing for intermittent information and non- homogeneous behaviour. This book examines their increasing use and potential in many areas, including physical systems, turbulence, statistics, mechanical engineering, neural networks, physiology, vision engineering, signal processing, economics and astronomy. It is a must for specialists and non specialists alike.

Wavelet Spectral Density Estimation of Continuous-time Stationary Processes Under Random Sampling

Wavelet Spectral Density Estimation of Continuous-time Stationary Processes Under Random Sampling PDF Author: Mark Eugene Lehr
Publisher:
ISBN:
Category : Point processes
Languages : en
Pages : 254

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Book Description


Wavelet Methods in Statistics with R

Wavelet Methods in Statistics with R PDF 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.

Essential Wavelets for Statistical Applications and Data Analysis

Essential Wavelets for Statistical Applications and Data Analysis PDF 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.