Wavelet Methods in Statistics with R


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Publisher Description

The book code is designed to work with the freeware R package WaveThresh4, but the book can be read independently of R.


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The book introduces the wavelet transform by starting with the simple Haar wavelet transform, and then builds to consider more general wavelets, complex-valued wavelets, non-decimated transforms, multidimensional wavelets, multiple wavelets, wavelet packets, boundary handling, and initialization. Later chapters consider a variety of wavelet-based nonparametric regression methods for different noise models and designs including density estimation, hazard rate estimation, and inverse problems; the use of wavelets for stationary and non-stationary time series analysis; and how wavelets might be used for variance estimation and intensity estimation for non-Gaussian sequences.

He has been actively involved in the development of various wavelet methods in statistics since He was the author of the first, free, generally available wavelet package for statistical purposes in S and R WaveThresh2. Bibliographische Angaben Autor: G. This presentation successfully strikes a careful balance of keeping the presentation intuitive and straightforward, yet precise and accurate I am frequently asked by students or statistical researchers to recommend a book that would give them an introduction to wavelets Wavelet Methods in Statistics with R strikes an excellent balance, Paired with the R package that implements the methods discussed in the book, this book is a useful tool for not just gaining background in the field but also equipping the reader to apply these methods to their own data sets.

It is a book I will heartily recommend to statisticians looking for an entry point into the field of wavelets.

Matlab Wavelet Toolbox Introduction

Morris, Biometrics, June , 65 "The author provides the appropriate level of detail with which the novice reader can understand the background and theory underpinning wavelets together with allowing the reader to develop an appreciation of their associated advantages and disadvantages. The author asks two pertinent questions: Why use wavelets?


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And Why use wavelets in statistics? For which he proceeds to provide answers; together with illustrative examples of the main uses of wavelets.

Supplementary Material for Wavelet methods in Statistics with R

The text is interspersed with snippets of R code to illustrate the techniques presented and prove s the basis of an excellent text for private study. Reassuringly, for those readers merely interested in theoretical developments, the book can be read independently of the computer codes in R. Wavelet Methods in Statistics with R strikes an excellent balance, Paired with the R package that implements the methods discussed in the book, this book is a useful tool for not just gaining background in the field but also equipping the reader to apply these methods to their own data sets.

It is a book I will heartily recommend to statisticians looking for an entry point into the field of wavelets.

Wavelet methods in statistics with r pdf

Morris, Biometrics, June , 65 "The author provides the appropriate level of detail with which the novice reader can understand the background and theory underpinning wavelets together with allowing the reader to develop an appreciation of their associated advantages and disadvantages. The author asks two pertinent questions: Why use wavelets?

And Why use wavelets in statistics? For which he proceeds to provide answers; together with illustrative examples of the main uses of wavelets.

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The text is interspersed with snippets of R code to illustrate the techniques presented and prove s the basis of an excellent text for private study. Reassuringly, for those readers merely interested in theoretical developments, the book can be read independently of the computer codes in R.

Характеристики

O'Brien, International Statistical Review, , 77, 1 "This book, written by the author of WaveThresh, an R package for wavelet analysis, could possibly be regarded as an expanded user's guide for that software, but it is so much more than that. One reason is the advanced nature of the mathematics, as anyone reading this book will soon discover. Webster and R. Lark, Mathematical Geosciences, Vol.

Wavelet Applications in Economics & Finance

We very strongly recommend the book to anyone using wavelets in R In conclusion, this is a very welcome book. Du kanske gillar. Lifespan David Sinclair Inbunden. Spara som favorit.


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