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'In my opinion the book by Percival and Walden should be available in every university library, and every time-series analyst must read this book for an alternative (to Fourier) set of techniques.' T. Subba Rao, Publication of the International Statistical Institute
'… would be an ideal text for a statistics doctoral student who is new to the field of wavelets … the content, lay-out and consistency of the text mean that it should also be a valuable reference resource for the wavelet researcher.' Tim Downie, The Statistician
'The authors … provide considerable background material, tell their story from scratch, proceed at a careful pace … and work out detailed applications … Recommended.' Choice
'… would be an ideal text for a statistics doctoral student who is new to the field of wavelets … the content, lay-out and consistency of the text mean that it should also be a valuable reference resource for the wavelet researcher.' Tim Downie, The Statistician
'The authors … provide considerable background material, tell their story from scratch, proceed at a careful pace … and work out detailed applications … Recommended.' Choice
Product 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.
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Most Helpful Customer Reviews
1 of 1 people found the following review helpful
Format:Paperback
This book wasn't recommended to me, but it's now one of my main references. The authors have a nice style of writing, introduce the fundamentals (DWT) in an appealing graphical way, which I think will be useful for those approaching Wavelet methods for the first time. It's full of interesting examples and seems well referenced. In summary a great textbook for those using Wavelet methods on Time Series.
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
8 reviews
28 of 29 people found the following review helpful
introduction to wavelets and its applications in time series
15 Feb 2008
Format:Hardcover
The purpose of this text is to introduce wavelet methodology targeted toward applications in time series analysis. Emphasis is placed on the discrete wavelet transform and other discrete wavelets. There are many analogies to the spectral analysis of time series that the authors make. The authors do not assume knowledge of Fourier analysis and cover the relevent theory in Chapter 2. Just as the frequency domain methods decompose the variance of a time series into frequency components so to do wavelets decompose the variance according to scales. The authors take great pains in demonstrating this with several wavelets including the DWT and MODWT. Fast transform methods exist for wavelets as well as for Fourier series and they are apparently even simpler and faster for wavelets.
The text tries to be self-contained and the authors start out at a very elementary level. They emphasize applications and practical aspects of wavelets.
The text tries to be self-contained and the authors start out at a very elementary level. They emphasize applications and practical aspects of wavelets.
16 of 16 people found the following review helpful
Reference for time series analysts using wavelets
17 Dec 2002
Format:Hardcover
Few wavelet books offer such a deep insight into wavelet methods
for time series analysts. It goes very deep within the applied
side of wavelet analysis on real time series while not compromising
the mathematical side. A lot of books and papers insist too much
on the mathematical side of wavelets while this one provides just
the right balance between rigor and practical insight. If your
interest does not lie in maths but just in wavelets as a tool,
stick to this one.
for time series analysts. It goes very deep within the applied
side of wavelet analysis on real time series while not compromising
the mathematical side. A lot of books and papers insist too much
on the mathematical side of wavelets while this one provides just
the right balance between rigor and practical insight. If your
interest does not lie in maths but just in wavelets as a tool,
stick to this one.
As a bonus, it contains a lot of exercices along with answers
at the end of the book...a very good textbook indeed...
11 of 11 people found the following review helpful
First rate all the way
3 Aug 2001
Format:Hardcover
As far as I am concerned,anything Don Percival writes about the topic of wavelets - or digital signal processing - is well worth reading. I was struggling to understand wavelets before I ran across a paper by Percival (and cohorts from the University of Washington) on interpreting remote sensing sea ice data using wavelets. After reading the very clear and compact description of wavelet analysis the light bulb clicked on for me. This book is a must read for anyone interested in wavelets from beginners to experienced practicioners.
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