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<図書>
Wavelet methods for time series analysis

責任表示 Donald B. Percival, Andrew T. Walden
シリーズ Cambridge series on statistical and probabilistic mathematics
データ種別 図書
出版情報 Cambridge : Cambridge University Press , 2000
本文言語 英語
大きさ xxv, 594 p. : ill. ; 27 cm
概要 The analysis of time series data is essential to many areas of science, engineering, finance and economics. This introduction to wavelet analysis "from the ground level and up," and to wavelet-based s...atistical 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. 続きを見る

所蔵情報



中央図 自動書庫 417.6/P 41/20000540 2000
017212000005405


理系図3F 数理独自 PERC/15/1 2000
023212000006304

書誌詳細

一般注記 Bibliography: p. 552-564
Includes indexes
著者標目 *Percival, Donald B.
Walden, Andrew T.
件 名 LCSH:Time-series analysis -- Methodology  全ての件名で検索
LCSH:Wavelets (Mathematics)
分 類 NDC9:417.6
DC21:519.55
書誌ID 1000683215
ISBN 0521640687
NCID BA48260467
巻冊次 ISBN:0521640687
登録日 2009.09.15
更新日 2009.11.02

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