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Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis Author Donald B. Percival
ISBN-10 0521685087
Release 2006-02-27
Pages 594
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This book contains detailed descriptions of the theory and algorithms needed to understand and implement discrete wavelet transforms.



Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis Author Donald B. Percival
ISBN-10 9781107717398
Release 2006-02-27
Pages 620
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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.



Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis Author Donald B. Percival
ISBN-10 0521640687
Release 2000-07-24
Pages 594
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Discrete time series, wavelets, advanced textbook, signal processing, data analysis.



Wavelet Methods in Statistics with R

Wavelet Methods in Statistics with R Author Guy Nason
ISBN-10 9780387759616
Release 2010-07-25
Pages 259
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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.



Spectral Analysis for Physical Applications

Spectral Analysis for Physical Applications Author Donald B. Percival
ISBN-10 0521435412
Release 1993-06-03
Pages 583
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This book is an up-to-date introduction to univariate spectral analysis aimed at graduate students, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. It gives equal weight to both algorithms and statistical theory and is valuable for the many examples it gives showing the application of spectral analysis to real data sets. The book is unique in placing special emphasis on the multitaper technique, which can successfully handle spectra with intricate structure and data with or without spectral lines. The text contains a large number of exercises.



Wavelets and Filter Banks

Wavelets and Filter Banks Author Gilbert Strang
ISBN-10 0961408871
Release 1996-10-01
Pages 490
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A comprehensive treatment of wavelets for both engineers and mathematicians.



An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics Author Ramazan Gençay
ISBN-10 0080509223
Release 2001-10-12
Pages 359
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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



Wavelet Applications in Economics and Finance

Wavelet Applications in Economics and Finance Author Marco Gallegati
ISBN-10 9783319070612
Release 2014-08-04
Pages 261
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This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.



The Illustrated Wavelet Transform Handbook

The Illustrated Wavelet Transform Handbook Author Paul S. Addison
ISBN-10 9781315355283
Release 2017-01-06
Pages 464
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This second edition of The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance has been fully updated and revised to reflect recent developments in the theory and practical applications of wavelet transform methods. The book is designed specifically for the applied reader in science, engineering, medicine and finance. Newcomers to the subject will find an accessible and clear account of the theory of continuous and discrete wavelet transforms, while readers already acquainted with wavelets can use the book to broaden their perspective. One of the many strengths of the book is its use of several hundred illustrations, some in colour, to convey key concepts and their varied practical uses. Chapters exploring these practical applications highlight both the similarities and differences in wavelet transform methods across different disciplines and also provide a comprehensive list of over 1000 references that will serve as a valuable resource for further study. Paul Addison is a Technical Fellow with Medtronic, a global medical technology company. Previously, he was co-founder and CEO of start-up company, CardioDigital Ltd (and later co-founded its US subsidiary, CardioDigital Inc) - a company concerned with the development of novel wavelet-based methods for biosignal analysis. He has a master’s degree in engineering and a PhD in fluid mechanics, both from the University of Glasgow, Scotland (founded 1451). His former academic life as a tenured professor of fluids engineering included the output of a large number of technical papers, covering many aspects of engineering and bioengineering, and two textbooks: Fractals and Chaos: An Illustrated Course and the first edition of The Illustrated Wavelet Transform Handbook. At the time of publication, the author has over 100 issued US patents concerning a wide range of medical device technologies, many of these concerning the wavelet transform analysis of biosignals. He is both a Chartered Engineer and Chartered Physicist.



Climate Time Series Analysis

Climate Time Series Analysis Author Manfred Mudelsee
ISBN-10 9048194822
Release 2010-08-26
Pages 474
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Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation. This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions. This makes the book self-contained for graduate students and researchers.



Stochastic Analysis of Scaling Time Series

Stochastic Analysis of Scaling Time Series Author
ISBN-10 9781107067615
Release
Pages
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Stochastic Analysis of Scaling Time Series has been writing in one form or another for most of life. You can find so many inspiration from Stochastic Analysis of Scaling Time Series also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Stochastic Analysis of Scaling Time Series book for free.



Mathematical Foundations of Infinite Dimensional Statistical Models

Mathematical Foundations of Infinite Dimensional Statistical Models Author
ISBN-10 9781107043169
Release
Pages
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Mathematical Foundations of Infinite Dimensional Statistical Models has been writing in one form or another for most of life. You can find so many inspiration from Mathematical Foundations of Infinite Dimensional Statistical Models also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Mathematical Foundations of Infinite Dimensional Statistical Models book for free.



Advances in Time Series Methods and Applications

Advances in Time Series Methods and Applications Author Wai Keung Li
ISBN-10 9781493965687
Release 2016-12-05
Pages 293
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This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.



Conceptual Wavelets in Digital Signal Processing

Conceptual Wavelets in Digital Signal Processing Author D. Lee Fugal
ISBN-10 0982199457
Release 2009
Pages 302
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Conceptual Wavelets in Digital Signal Processing has been writing in one form or another for most of life. You can find so many inspiration from Conceptual Wavelets in Digital Signal Processing also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Conceptual Wavelets in Digital Signal Processing book for free.



Time Series Analysis

Time Series Analysis Author Wilfredo Palma
ISBN-10 9781118634325
Release 2016-03-07
Pages 616
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A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newly-developed techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods throughout, as well as: Real-world examples and exercise sets that allow readers to practice the presented methods and techniques Numerous detailed analyses of computational aspects related to the implementation of methodologies including algorithm efficiency, arithmetic complexity, and process time End-of-chapter proposed problems and bibliographical notes to deepen readers’ knowledge of the presented material Appendices that contain details on fundamental concepts and select solutions of the problems implemented throughout A companion website with additional data files and computer codes Time Series Analysis is an excellent textbook for undergraduate and beginning graduate-level courses in time series as well as a supplement for students in advanced statistics, mathematics, economics, finance, engineering, and physics. The book is also a useful reference for researchers and practitioners in time series analysis, econometrics, and finance. Wilfredo Palma, PhD, is Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. Dr. Palma has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics. He is the author of Long-Memory Time Series: Theory and Methods, also published by Wiley.



Time Series Analysis

Time Series Analysis Author George E. P. Box
ISBN-10 9781118674925
Release 2015-05-29
Pages 712
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Praise for the Fourth Edition “The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." - Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models Numerous examples drawn from finance, economics, engineering, and other related fields The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting Updates to literature references throughout and new end-of-chapter exercises Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.



Data Analysis and Graphics Using R

Data Analysis and Graphics Using R Author John Maindonald
ISBN-10 9781139486675
Release 2010-05-06
Pages
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Discover what you can do with R! Introducing the R system, covering standard regression methods, then tackling more advanced topics, this book guides users through the practical, powerful tools that the R system provides. The emphasis is on hands-on analysis, graphical display, and interpretation of data. The many worked examples, from real-world research, are accompanied by commentary on what is done and why. The companion website has code and datasets, allowing readers to reproduce all analyses, along with solutions to selected exercises and updates. Assuming basic statistical knowledge and some experience with data analysis (but not R), the book is ideal for research scientists, final-year undergraduate or graduate-level students of applied statistics, and practising statisticians. It is both for learning and for reference. This third edition expands upon topics such as Bayesian inference for regression, errors in variables, generalized linear mixed models, and random forests.