Wavelet methods for time series analysis by Andrew T. Walden, Donald B. Percival

Wavelet methods for time series analysis



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Wavelet methods for time series analysis Andrew T. Walden, Donald B. Percival ebook
Page: 611
ISBN: 0521685087, 9780521685085
Format: djvu
Publisher: Cambridge University Press


Bullmore E, Long C, Suckling J, Fadili J, Calvert G, Zelaya F, Carpenter TA, Brammer M. And interface improvements, a number of functions have been enhanced to exploit multiple cores and deliver speed-ups for moderate or large problems, including: FFTs; random number generators; partial differential equations; interpolation; curve and surface fitting; correlation and regression analysis; multivariate methods; time series analysis; and financial option pricing. They could be efficiently evaluated by passing γ through a series of filters (linear operators) obtaining at each step: i) wavelet coefficients for a given level, and ii) a downsampled signal to which the next round of evaluation is to be applied: