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Wavelet Applications in Economics and Finance
by Willi Semmler Marco GallegatiThis book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.
Wavelet Based Approximation Schemes for Singular Integral Equations
by Birendra Nath Mandal Madan Mohan PanjaMany mathematical problems in science and engineering are defined by ordinary or partial differential equations with appropriate initial-boundary conditions. Among the various methods, boundary integral equation method (BIEM) is probably the most effective. It’s main advantage is that it changes a problem from its formulation in terms of unbounded differential operator to one for an integral/integro-differential operator, which makes the problem tractable from the analytical or numerical point of view. Basically, the review/study of the problem is shifted to a boundary (a relatively smaller domain), where it gives rise to integral equations defined over a suitable function space. Integral equations with singular kernels areamong the most important classes in the fields of elasticity, fluid mechanics, electromagnetics and other domains in applied science and engineering. With the advancesin computer technology, numerical simulations have become important tools in science and engineering. Several methods have been developed in numerical analysis for equations in mathematical models of applied sciences. Widely used methods include: Finite Difference Method (FDM), Finite Element Method (FEM), Finite Volume Method (FVM) and Galerkin Method (GM). Unfortunately, none of these are versatile. Each has merits and limitations. For example, the widely used FDM and FEM suffers from difficulties in problem solving when rapid changes appear in singularities. Even with the modern computing machines, analysis of shock-wave or crack propagations in three dimensional solids by the existing classical numerical schemes is challenging (computational time/memory requirements). Therefore, with the availability of faster computing machines, research into the development of new efficient schemes for approximate solutions/numerical simulations is an ongoing parallel activity. Numerical methods based on wavelet basis (multiresolution analysis) may be regarded as a confluence of widely used numerical schemes based on Finite Difference Method, Finite Element Method, Galerkin Method, etc. The objective of this monograph is to deal with numerical techniques to obtain (multiscale) approximate solutions in wavelet basis of different types of integral equations with kernels involving varieties of singularities appearing in the field of elasticity, fluid mechanics, electromagnetics and many other domains in applied science and engineering.
Wavelet Methods for Solving Partial Differential Equations and Fractional Differential Equations
by Santanu Saha Ray Arun Kumar GuptaThe main focus of the book is to implement wavelet based transform methods for solving problems of fractional order partial differential equations arising in modelling real physical phenomena. It explores analytical and numerical approximate solution obtained by wavelet methods for both classical and fractional order partial differential equations.
Wavelet Methods for Time Series Analysis
by Donald B. Percival Andrew T. WaldenThe analysis of time series data is essential to many areas of science, engineering, finance and economics. This introduction to wavelet analysis "from the ground level and up," and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and 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 and wavelets used in the book, as well as information on accessing software in S-Plus and other languages. Students and researchers wishing to use wavelet methods to analyze time series will find this book essential.
Wavelet Neural Networks
by Achilleas D. Zapranis Antonios K. AlexandridisThrough extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet networks in various applications, specifically, providing the mathematical and statistical framework needed for model selection, variable selection, wavelet network construction, initialization, training, forecasting and prediction, confidence intervals, prediction intervals, and model adequacy testing. The text is ideal for MBA students as well as researchers and practitioners. Various methodologies are separated into the appropriate procedural stages to facilitate understanding.
Wavelet Numerical Method and Its Applications in Nonlinear Problems (Engineering Applications of Computational Methods #6)
by You-He ZhouThis book summarizes the basic theory of wavelets and some related algorithms in an easy-to-understand language from the perspective of an engineer rather than a mathematician. In this book, the wavelet solution schemes are systematically established and introduced for solving general linear and nonlinear initial boundary value problems in engineering, including the technique of boundary extension in approximating interval-bounded functions, the calculation method for various connection coefficients, the single-point Gaussian integration method in calculating the coefficients of wavelet expansions and unique treatments on nonlinear terms in differential equations. At the same time, this book is supplemented by a large number of numerical examples to specifically explain procedures and characteristics of the method, as well as detailed treatments for specific problems. Different from most of the current monographs focusing on the basic theory of wavelets, it focuses on the use of wavelet-based numerical methods developed by the author over the years. Even for the necessary basic theory of wavelet in engineering applications, this book is based on the author’s own understanding in plain language, instead of a relatively difficult professional mathematical description. This book is very suitable for students, researchers and technical personnel who only want to need the minimal knowledge of wavelet method to solve specific problems in engineering.
Wavelet Packets and Their Statistical Applications (Forum for Interdisciplinary Mathematics)
by Khalil Ahmad AbdullahThis book presents the basic concepts of functional analysis, wavelet analysis and thresholding. It begins with an elementary chapter on preliminaries such as basic concepts of functional analysis, a brief tour of the wavelet transform, Haar scaling functions and function space, wavelets, symlets wavelets and coiflets wavelets. In turn, Chapters 2 and 3 address the construction of wavelet packets, selected results on wavelet packets, band-limited wavelet packets, characterisations of wavelet packets, multiresolution analysis (MRA) wavelet packets, pointwise convergence, the convergence of wavelet packet series and convolution bounds. Chapter 4 discusses characterisations of function spaces like Lebesgue spaces, Hardy spaces and Sobolev spaces in terms of wavelet packets, while Chapter 5 is devoted to applications of wavelets and wavelet packets in speech denoising and biomedical signals. In closing, Chapter 6 highlights applications of wavelets and wavelet packets in image denoising.
Wavelet Radio
by Homayoun NikookarThe first book to provide a detailed discussion of the application of wavelets in wireless communications, this is an invaluable source of information for graduate students, researchers, and telecommunications engineers, managers and strategists. It overviews applications, explains how to design new wavelets and compares wavelet technology with existing OFDM technology. • Addresses the applications and challenges of wavelet technology for a range of wireless communication domains • Aids in the understanding of Wavelet Packet Modulation and compares it with OFDM • Includes tutorials on convex optimisation, spectral factorisation and the design of wavelets • Explains design methods for new wavelet technologies for wireless communications, addressing many challenges, such as peak-to-average power ratio reduction, interference mitigation, reduction of sensitivity to time, frequency and phase offsets, and efficient usage of wireless resources • Describes the application of wavelet radio in spectrum sensing of cognitive radio systems.
Wavelet Solutions for Reaction–Diffusion Problems in Science and Engineering (Forum for Interdisciplinary Mathematics)
by G. HariharanThe book focuses on how to implement discrete wavelet transform methods in order to solve problems of reaction–diffusion equations and fractional-order differential equations that arise when modelling real physical phenomena. It explores the analytical and numerical approximate solutions obtained by wavelet methods for both classical and fractional-order differential equations; provides comprehensive information on the conceptual basis of wavelet theory and its applications; and strikes a sensible balance between mathematical rigour and the practical applications of wavelet theory. The book is divided into 11 chapters, the first three of which are devoted to the mathematical foundations and basics of wavelet theory. The remaining chapters provide wavelet-based numerical methods for linear, nonlinear, and fractional reaction–diffusion problems. Given its scope and format, the book is ideally suited as a text for undergraduate and graduate students of mathematics and engineering.
Wavelet Subdivision Methods: GEMS for Rendering Curves and Surfaces
by Charles Chui Johan De VilliersPrevalent in animation movies and interactive games, subdivision methods allow users to design and implement simple but efficient schemes for rendering curves and surfaces. Adding to the current subdivision toolbox, Wavelet Subdivision Methods: GEMS for Rendering Curves and Surfaces introduces geometry editing and manipulation schemes (GEMS) and co
Wavelet Transforms and Their Applications
by Lokenath Debnath Firdous Ahmad ShahThis textbook is an introduction to wavelet transforms and accessible to a larger audience with diverse backgrounds and interests in mathematics, science, and engineering. Emphasis is placed on the logical development of fundamental ideas and systematic treatment of wavelet analysis and its applications to a wide variety of problems as encountered in various interdisciplinary areas. Topics and Features: * This second edition heavily reworks the chapters on Extensions of Multiresolution Analysis and Newlands's Harmonic Wavelets and introduces a new chapter containing new applications of wavelet transforms* Uses knowledge of Fourier transforms, some elementary ideas of Hilbert spaces, and orthonormal systems to develop the theory and applications of wavelet analysis * Offers detailed and clear explanations of every concept and method, accompanied by carefully selected worked examples, with special emphasis given to those topics in which students typically experience difficulty* Includes carefully chosen end-of-chapter exercises directly associated with applications or formulated in terms of the mathematical, physical, and engineering context and provides answers to selected exercises for additional help Mathematicians, physicists, computer engineers, and electrical and mechanical engineers will find Wavelet Transforms and Their Applications an exceptionally complete and accessible text and reference. It is also suitable as a self-study or reference guide for practitioners and professionals.
Wavelet Transforms: Kith and Kin (Textbooks in Mathematics)
by Firdous A. Shah Azhar Y. TantaryWavelet Transforms: Kith and Kin serves as an introduction to contemporary aspects of time-frequency analysis encompassing the theories of Fourier transforms, wavelet transforms and their respective offshoots. This book is the first of its kind totally devoted to the treatment of continuous signals and it systematically encompasses the theory of Fourier transforms, wavelet transforms, geometrical wavelet transforms and their ramifications. The authors intend to motivate and stimulate interest among mathematicians, computer scientists, engineers and physical, chemical and biological scientists. The text is written from the ground up with target readers being senior undergraduate and first-year graduate students and it can serve as a reference for professionals in mathematics, engineering and applied sciences. Features Flexibility in the book’s organization enables instructors to select chapters appropriate to courses of different lengths, emphasis and levels of difficulty Self-contained, the text provides an impetus to the contemporary developments in the signal processing aspects of wavelet theory at the forefront of research A large number of worked-out examples are included Every major concept is presented with explanations, limitations and subsequent developments, with emphasis on applications in science and engineering A wide range of exercises are incoporated in varying levels from elementary to challenging so readers may develop both manipulative skills in theory wavelets and deeper insight Answers and hints for selected exercises appear at the end The origin of the theory of wavelet transforms dates back to the 1980s as an outcome of the intriguing efforts of mathematicians, physicists and engineers. Owing to the lucid mathematical framework and versatile applicability, the theory of wavelet transforms is now a nucleus of shared aspirations and ideas.
Wavelets Theory and Its Applications: A First Course (Forum for Interdisciplinary Mathematics)
by Mani MehraThis book provides comprehensive information on the conceptual basis of wavelet theory and it applications. Maintaining an essential balance between mathematical rigour and the practical applications of wavelet theory, the book is closely linked to the wavelet MATLAB toolbox, which is accompanied, wherever applicable, by relevant MATLAB codes. The book is divided into four parts, the first of which is devoted to the mathematical foundations. The second part offers a basic introduction to wavelets. The third part discusses wavelet-based numerical methods for differential equations, while the last part highlights applications of wavelets in other fields. The book is ideally suited as a text for undergraduate and graduate students of mathematics and engineering.
Wavelets and Multiwavelets
by Fritz KeinertTheoretically, multiwavelets hold significant advantages over standard wavelets, particularly for solving more complicated problems, and hence are of great interest. Meeting the needs of engineers and mathematicians, this book provides a comprehensive overview of multiwavelets. The author presents the theory of wavelets from the viewpoint of genera
Wavelets and Other Orthogonal Systems (Studies in Advanced Mathematics)
by Gilbert G. Walter Xiaoping ShenA bestseller in its first edition, Wavelets and Other Orthogonal Systems: Second Edition has been fully updated to reflect the recent growth and development of this field, especially in the area of multiwavelets. The authors have incorporated more examples and numerous illustrations to help clarify concepts. They have also added a considerable amount of new material, including sections addressing impulse trains, an alternate approach to periodic wavelets, and positive wavelet s. Other new discussions include irregular sampling in wavelet subspaces, hybrid wavelet sampling, interpolating multiwavelets, and several new statistics topics.With cutting-edge applications in data compression, image analysis, numerical analysis, and acoustics wavelets remain at the forefront of current research. Wavelets and Other Orthogonal Systems maintains its mathematical perspective in presenting wavelets in the same setting as other orthogonal systems, thus allowing their advantages and disadvantages to be seen more directly. Now even more student friendly, the second edition forms an outstanding text not only for graduate students in mathematics, but also for those interested in scientific and engineering applications.
Wavelets and Wavelet Transform Systems and Their Applications: A Digital Signal Processing Approach
by Cajetan M. AkujuobiThis textbook is unique because of its in-depth treatment of the applications of wavelets and wavelet transforms to many areas, across many disciplines. The book is written to serve the needs of a one or two semester course at either the undergraduate or graduate level. The author uses a very simplified, accessible approach that de-emphasizes mathematical rigor. The presentation includes many diagrams to illustrate points being discussed and uses MATLAB for all of application code. The author reinforces concepts introduced in the book with easy to grasp review questions and problems, tailored to each specific chapter for better mastery of the subject matter. This book enables students to understand the fundamental concepts of wavelets and wavelet transforms, as well as how to use them for problem solutions in digital signal and image processing, mixed-signal testing, space applications, aerospace applications, biomedical, cyber security, homeland security and many other application areas.
Wavelets from a Statistical Perspective
by Maarten JansenWavelets from a Statistical Perspective offers a modern, 2nd generation look on wavelets, far beyond the rigid setting of the equispaced, dyadic wavelets in the early days. With the methods of this book, based on the lifting scheme, researchers can set up a wavelet or another multiresolution analysis adapted to their data, ranging from images to scattered data or other irregularly spaced observations. Whereas classical wavelets stand a bit apart from other nonparametric methods, this book adds a multiscale touch to your spline, kernel or local polynomial smoothing procedure, thereby extending its applicability to nonlinear, nonparametric processing for piecewise smooth data. One of the chapters of the book constructs B-spline wavelets on nonequispaced knots and multiscale local polynomial transforms. In another chapter, the link between wavelets and Fourier analysis, ubiquitous in the classical approach, is explained, but without being inevitable. In further chapters the discrete wavelet transform is contrasted with the continuous version, the nondecimated (or maximal overlap) transform taking an intermediate position. An important principle in designing a wavelet analysis through the lifting scheme is finding the right balance between bias and variance. Bias and variance also play a crucial role in the nonparametric smoothing in a wavelet framework, in finding well working thresholds or other smoothing parameters. The numerous illustrations can be reproduced with the online available, accompanying software. The software and the exercises can also be used as a starting point in the further exploration of the material.
Wavelets in Functional Data Analysis
by Pedro A. Morettin Aluísio Pinheiro Brani VidakovicWavelet-based procedures are key in many areas of statistics, applied mathematics, engineering, and science. This book presents wavelets in functional data analysis, offering a glimpse of problems in which they can be applied, including tumor analysis, functional magnetic resonance and meteorological data. Starting with the Haar wavelet, the authors explore myriad families of wavelets and how they can be used. High-dimensional data visualization (using Andrews' plots), wavelet shrinkage (a simple, yet powerful, procedure for nonparametric models) and a selection of estimation and testing techniques (including a discussion on Stein's Paradox) make this a highly valuable resource for graduate students and experienced researchers alike.
Wavelets in Medicine and Biology
by Michael Unser Akram AldroubiConsiderable attention from the international scientific community is currently focused on the wide ranging applications of wavelets. For the first time, the field's leading experts have come together to produce a complete guide to wavelet transform applications in medicine and biology. Wavelets in Medicine and Biology provides accessible, detailed, and comprehensive guidelines for all those interested in learning about wavelets and their applications to biomedical problems.
Wavelets in Neuroscience
by Alexander E. Hramov Alexey A. Koronovskii Valeri A. Makarov Alexey N. Pavlov Evgenia SitnikovaThis book examines theoretical and applied aspects of wavelet analysis in neurophysics, describing in detail different practical applications of the wavelet theory in the areas of neurodynamics and neurophysiology and providing a review of fundamental work that has been carried out in these fields over the last decade. Chapters 1 and 2 introduce and review the relevant foundations of neurophysics and wavelet theory, respectively, pointing on one hand to the various current challenges in neuroscience and introducing on the other the mathematical techniques of the wavelet transform in its two variants (discrete and continuous) as a powerful and versatile tool for investigating the relevant neuronal dynamics. Chapter 3 then analyzes results from examining individual neuron dynamics and intracellular processes. The principles for recognizing neuronal spikes from extracellular recordings and the advantages of using wavelets to address these issues are described and combined with approaches based on wavelet neural networks (chapter 4). The features of time-frequency organization of EEG signals are then extensively discussed, from theory to practical applications (chapters 5 and 6). Lastly, the technical details of automatic diagnostics and processing of EEG signals using wavelets are examined (chapter 7). The book will be a useful resource for neurophysiologists and physicists familiar with nonlinear dynamical systems and data processing, as well as for graduate students specializing in the corresponding areas.
Wavelets in Neuroscience (Springer Series in Synergetics)
by Alexander E. Hramov Alexey A. Koronovskii Valeri A. Makarov Alexey N. Pavlov Evgenia Sitnikova Vladimir A. MaksimenkoThis book illustrates how modern mathematical wavelet transform techniques offer fresh insights into the complex behavior of neural systems at different levels: from the microscopic dynamics of individual cells to the macroscopic behavior of large neural networks. It also demonstrates how and where wavelet-based mathematical tools can provide an advantage over classical approaches used in neuroscience. The authors well describe single neuron and populational neural recordings.This 2nd edition discusses novel areas and significant advances resulting from experimental techniques and computational approaches developed since 2015, and includes three new topics:• Detection of fEPSPs in multielectrode LFPs recordings.• Analysis of Visual Sensory Processing in the Brain and BCI for Human Attention Control;• Analysis and Real-time Classification of Motor-related EEG Patterns;The book is a valuable resource for neurophysiologists and physicists familiar with nonlinear dynamical systems and data processing, as well as for graduate students specializing in these and related areas.
Wavelets, Images, and Surface Fitting
by Larry L. Schumaker Pierre-Jean Laurent Alain Le MéhautéThis volume documents the results and presentations relating to the use of wavelet theory and other methods in surface fitting and image reconstruction of the Second International Conference on Curves and Surfaces, held in Chamonix in 1993. The papers represent directions for future research and development in many areas of application.
Wavelets: A Concise Guide
by Amir-Homayoon NajmiIntroduced nearly three decades ago as a variable resolution alternative to the Fourier transform, a wavelet is a short oscillatory waveform for analysis of transients. The discrete wavelet transform has remarkable multi-resolution and energy-compaction properties. Amir-Homayoon Najmi’s introduction to wavelet theory explains this mathematical concept clearly and succinctly. Wavelets are used in processing digital signals and imagery from myriad sources. They form the backbone of the JPEG2000 compression standard, and the Federal Bureau of Investigation uses biorthogonal wavelets to compress and store its vast database of fingerprints. Najmi provides the mathematics that demonstrate how wavelets work, describes how to construct them, and discusses their importance as a tool to investigate and process signals and imagery. He reviews key concepts such as frames, localizing transforms, orthogonal and biorthogonal bases, and multi-resolution. His examples include the Haar, the Shannon, and the Daubechies families of orthogonal and biorthogonal wavelets.Our capacity and need for collecting and transmitting digital data is increasing at an astonishing rate. So too is the importance of wavelets to anyone working with and analyzing digital data. Najmi’s primer will be an indispensable resource for those in computer science, the physical sciences, applied mathematics, and engineering who wish to obtain an in-depth understanding and working knowledge of this fascinating and evolving field.
Wavelets: A Primer
by Christian BlatterThe Wavelet Transform has stimulated research that is unparalleled since the invention of the Fast Fourier Transform and has opened new avenues of applications in signal processing, image compression, radiology, cardiology, and many other areas. This book grew out of a short course for mathematics students at the ETH in Zurich; it provides a solid mathematical foundation for the broad range of applications enjoyed by the wavelet transform. Numerous illustrations and fully worked out examples enhance the book.
Wavelets: A Student Guide
by Peter NickolasThis text offers an excellent introduction to the mathematical theory of wavelets for senior undergraduate students. Despite the fact that this theory is intrinsically advanced, the author's elementary approach makes it accessible at the undergraduate level. Beginning with thorough accounts of inner product spaces and Hilbert spaces, the book then shifts its focus to wavelets specifically, starting with the Haar wavelet, broadening to wavelets in general, and culminating in the construction of the Daubechies wavelets. All of this is done using only elementary methods, bypassing the use of the Fourier integral transform. Arguments using the Fourier transform are introduced in the final chapter, and this less elementary approach is used to outline a second and quite different construction of the Daubechies wavelets. The main text of the book is supplemented by more than 200 exercises ranging in difficulty and complexity.