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

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

Through the difference or logarithm transform, the Not only avoid to inherent defects of neural network, but also together with the local approximation of wavelet analysis. Название: Wavelets method for time series analysis Автор: Percival D. Computational Intelligence In Time Series Forecasting Popovic 2005.pdf. - Wavelet Methods for Time Series Analysis, by Percival and Walden: standard theoretical text on wavelets. Издательство: Cambridge university press Год: 2006 Страниц: 611 Формат: djvu Размер: 16 Mb Язык: английский The analys. The wavelet-based tools for analysis of time series are important because they have been shown to provide a better estimator (and confidence intervals) than other approaches for the Hurst parameter [14]. CSSPM - Percival D.B., Walden A.T. Econometric Analysis, by Greene: classic text on theoretical econometrics. Available time series prediction method is linear models such as AR and ARIMA, these models need people to determine the order and type, the subjective factor is relatively large and there is no way to nonlinear models for effective approximation. Filtering and wavelets and Fourier. - Wavelet methods for time series analysis - CUP 2000 - ISBN 0521640687.djvu.