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Wavelet methods for time series analysis Andrew T. Walden, Donald B. Percival
Publisher: Cambridge University Press

Filtering and wavelets and Fourier. Time series data are widely seen in analytics. Some examples are stock indexes/prices, currency exchange rates and electrocardiogram (ECG). This method derives images of functional neural networks from singular-value decomposition of BOLD signal time series, and allows derivation of images when the analyzed BOLD signal is constrained to the scans occurring in peristimulus time, using all other scans as baseline. Summary: Wavelet-based morphometry (WBM) is an alternative strategy to voxel-based morphometry (VBM) consisting in conducting the statistical analysis (i.e., univariate tests) in the wavelet domain. - Wavelet Methods for Time Series Analysis, by Percival and Walden: standard theoretical text on wavelets. Topic: Functional time series analysis, prediction and classification using BAGIDIS. Enquiries: Danie Uys, Tel: 021 808 The method is centered on the definition of a functional, data-driven and highly adaptive semimetric for measuring dissimilarities between curves, typically time series or spectra. I generated 500 white-noise data series with the same time sampling as the Agassiz d18O data from 6000 to 8000 yr BP. Data mining research, based on time series, is about algorithms and implementation techniques to explore valuable information from a large number of time-series data. Manfred Mudelsee: Climate Time Series Analysis: Classical Statistical and Bootstrap Methods (amazon). Econometric Analysis, by Greene: classic text on theoretical econometrics. Venue: Statistics Building (c/o Victoria- and Bosman streets, Stellenbosch), Room 2021. Walden “Wavelet Methods for Time Series Analysis" Cambridge University Press | 2000-07-24 | ISBN: 0521640687 | 620 pages | DJVU | 16 MB. Then I computed the strength of the strongest peak in the DCDFT spectrum over the I also analyzed the GISP2 d18O data using another popular time-frequency method, wavelet analysis (using the WWZ, Foster 1996, Astronomical J., 112, 1709).