This introduction to wavelet analysis from the ground level & up & to wavelet-based statistical analysis of time series focuses on practical discrete time techniques with detailed descriptions of the theory & algorithms needed to understand & 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 & wavelets used in the book as well as information on accessing software in S-Plus & other languages. Students & researchers wishing to use wavelet methods to analyze time series will find this book essential.