
| 本书是一本由浅入深的小波分析导论,介绍了基于小波的时间序列统计分析。实践中的离散时间技术是本书的论述重点,同时对于理解和实现离散小波变换将涉及到的诸多原理与算法也进行了详细的描述。本书图例丰富,正文附有大量练习,并在附录中给出了练习的答案。每章另备有适于课堂布置的练习。本书网站有所用时间序列与小波的材料,并可以得到用s-plus和其他语言开发软件的信息。 |
| Preface Conuentions and Notation 1 Introduction to Wavelets 2 Review of Fourier Theory and Filters 3 Orthonormal Transforms of time Series 4 The Discrete Wavelet Transform 5 The Maximal Overlap Discrete Wavelet Transform 6 The Discrete Wavelet Packet Transform 7 Random Variables and Stochastic Processes 8 The Wavelet Variance 9 Analysis and Synthesis of Long Memory Processes 10 Wavelet-Based Signal Estimation 11 Wavelet Analysis of Finite Energy Signals Appendix.Answers to Embedded Exercises References Author Index Subject Index |
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