<図書>
Wavelet methods for time series analysis
責任表示 | Donald B. Percival, Andrew T. Walden |
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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
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 自動書庫 | 417.6/P 41/20000540 | 2000 |
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017212000005405 |
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理系図3F 数理独自 | PERC/15/1 | 2000 |
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023212000006304 |
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書誌詳細
一般注記 | Bibliography: p. 552-564 Includes indexes |
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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 |