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An Introduction to Wavelet Theory in Finance, Francis In



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Автор: Francis In
Название:  An Introduction to Wavelet Theory in Finance
ISBN: 9789814397834
Издательство: World Scientific Publishing
Классификация:
ISBN-10: 9814397830
Обложка/Формат: Hardback
Страницы: 212
Вес: 0.462 кг.
Дата издания: 28.11.2012
Серия: Economics/Business/Finance
Язык: English
Иллюстрации: Black & white illustrations
Размер: 234 x 158 x 19
Читательская аудитория: Postgraduate, research & scholarly
Ключевые слова: Finance, BUSINESS & ECONOMICS / Econometrics,BUSINESS & ECONOMICS / Finance,MATHEMATICS / Applied
Подзаголовок: A wavelet multiscale approach
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Поставляется из: Англии



Fourier and Wavelet Analysis

Автор: Bachmann
Название: Fourier and Wavelet Analysis
ISBN: 0387988998 ISBN-13(EAN): 9780387988993
Издательство: Springer
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Цена: 8195 р.
Наличие на складе: Поставка под заказ.

Описание: Includes the history for perspective, proofs, hints, and exercises on Fourier series, transforms, and more. This textbook is useful for a first or second year graduate course on Fourier analysis.

Multiscale Wavelet Methods for Partial Differential Equations,6

Автор: Wolfgang Dahmen
Название: Multiscale Wavelet Methods for Partial Differential Equations,6
ISBN: 0122006755 ISBN-13(EAN): 9780122006753
Издательство: Elsevier Science
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Цена: 9696 р.
Наличие на складе: Поставка под заказ.

Описание: Part of the "Wavelets Analysis and Its Applications" series, this volume provides insights into developments in the field of wavelet constructions in connection with partial differential equations. It also covers the areas of computational mechanics such as elasticity and computational fluid dynamics; and includes a study of turbulence modeling.

Wavelet Analysis / The Scalable Structure of Information

Автор: Resnikoff Howard L., Wells Raymond O.Jr.
Название: Wavelet Analysis / The Scalable Structure of Information
ISBN: 038798383X ISBN-13(EAN): 9780387983837
Издательство: Springer
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Цена: 8657 р.
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Описание: The past decade has witnessed the rapid development of a new mathematical tool, called wavlet analysis, for analyzing complex signals. It has begin to play a serious role in applications ranging from communications to geophysics, and from simulations to image processing. Like Fourier analysis (of which it is a generalization), or musical notation, wavelet analysis provides a method for representing a set of complex phenomena in a simpler, more compact, and thus more efficient manner. This text introduces the ideas and methods of wavelet analysis, relates them to previously known methods in mathematics and engineering, and shows how to apply wavelet analysis to digital signal processing. It begins by describing the multiscale (sometimes called "fractal") nature of information in many aspects of thereal world; it then turns to the algebra and analysis of wavelet matrices, scaling and wavelet functions, and the corresponding analysis of square-integrable functins on a space. The discussion then turns from the continuous to the discrete and shows how a properly selected set of wavelets can be used to represent -- and even differentiate -- a wide range of signls efficiently and effectively. The last part of the book presents a wide variety of applications of wavelets to probllems in data compression and telecommunications.

Abstract Harmonic Analysis of Continuous Wavelet Transforms

Автор: FГјhr Hartmut
Название: Abstract Harmonic Analysis of Continuous Wavelet Transforms
ISBN: 3540242597 ISBN-13(EAN): 9783540242598
Издательство: Springer
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Цена: 5192 р.
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Описание: This volume contains a systematic discussion of wavelet-type inversion formulae based on group representations, and their close connection to the Plancherel formula for locally compact groups. The connection is demonstrated by the discussion of a toy example, and then employed for two purposes: Mathematically, it serves as a powerful tool, yielding existence results and criteria for inversion formulae which generalize many of the known results. Moreover, the connection provides the starting point for a – reasonably self-contained – exposition of Plancherel theory. Therefore, the volume can also be read as a problem-driven introduction to the Plancherel formula.

An Introduction to Wavelets Through Linear Algebra

Автор: Frazier
Название: An Introduction to Wavelets Through Linear Algebra
ISBN: 0387986391 ISBN-13(EAN): 9780387986395
Издательство: Springer
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Цена: 6924 р.
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Описание: A Capstone course is intended for undergraduate mathematics majors, as one of the final courses taken in their undergraduate curriculum. Originally written for a "Capstone" course at Michigan State University, this text is intended to be as elementary an introduction to wavelet theory as possible.

An Introduction to Wavelets,1

Автор: Charles K. Chui
Название: An Introduction to Wavelets,1
ISBN: 0121745848 ISBN-13(EAN): 9780121745844
Издательство: Elsevier Science
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Цена: 10389 р.
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Описание: Part of "Wavelet Analysis And Its Applications" series, this book presents an introductory treatise on wavelet analysis, with an emphasis on spline wavelets and time-frequency analysis. It covers such topics as: time-frequency localization, integral wavelet transforms, dyadic wavelets, frames, spline-wavelets, orthonormal wavelet bases, and more.

Fundamental papers in wavelet theory

Автор: Heil, Christopher Walnut, David F.
Название: Fundamental papers in wavelet theory
ISBN: 0691127050 ISBN-13(EAN): 9780691127057
Издательство: Wiley
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Цена: 12925 р.
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Описание: Traces the prehistory and initial development of wavelet theory, a discipline that has had a profound impact on mathematics, physics, and engineering. This book contains the seminal papers that presented the ideas from which wavelet theory developed. These documents presents the researchers with a view of wavelet theory`s origins and development.

Wavelet Basics

Автор: Chan
Название: Wavelet Basics
ISBN: 0792395360 ISBN-13(EAN): 9780792395362
Издательство: Springer
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Цена: 14032 р.
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Описание: Introduces the wavelet transform, contrasts it with the short-time Fourier transform and clarifies the names of the different types of wavelet transforms. This book reviews the basics of signal transformation and discusses the concepts of duals and frames. It links multiresolution analysis, orthonormal wavelets and the design of digital filters.

Chemometrics: From Basics to Wavelet Transform

Автор: Foo-Tim Chau
Название: Chemometrics: From Basics to Wavelet Transform
ISBN: 0471202428 ISBN-13(EAN): 9780471202424
Издательство: Wiley
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Цена: 19250 р.
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Описание: "Wavelet Transformations and Their Applications in Chemistry" pioneers a new approach to classifying existing chemometric techniques for data analysis in one and two dimensions, using a practical applications approach to illustrating chemical examples and problems. Written in a simple, balanced, application-based style, the book is geared to both theorists and non-mathematicians. This textphasizes practical applications in chemistry. It employs straightforward language and examples to show the power of wavelet transforms without overwhelming mathematics, reviews other methods, and compares wavelets with other techniques that provide similar capabilities. It uses examples illustrated in MATLAB codes to assist chemists in developing applications, and includes access to a supplementary web site providing code and data sets for work examples. "Wavelet Transformations and Their Applications in Chemistry" will prove essential to professionals and students working in analytical chemistry and process chemistry, as well as physical chemistry, spectroscopy, and statistics.

Numerical Analysis of Wavelet Methods,32

Автор: A. Cohen
Название: Numerical Analysis of Wavelet Methods,32
ISBN: 0444511245 ISBN-13(EAN): 9780444511249
Издательство: Elsevier Science
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Цена: 10505 р.
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Описание: Albert Cohen`s main objectives are to survey the theoretical results that are involved in the numerical analysis of wavelet methods, and more generally of multiscale decomposition methods, for numerical simulation problems, and to provide relevant examples and applications.

Mathematical Principles of Signal Processing / Fourier and Wavelet Analysis

Автор: Bremaud Pierre
Название: Mathematical Principles of Signal Processing / Fourier and Wavelet Analysis
ISBN: 0387953388 ISBN-13(EAN): 9780387953380
Издательство: Springer
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Цена: 9239 р.
Наличие на складе: Поставка под заказ.

Описание: Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicate that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the heart of signal processing, which is couched most naturally in terms of the Dirac delta function and Lebesgue integrals. The exposition is organized into four parts. The first is a discussion of one-dimensional Fourier theory, including the classical results on convergence and the Poisson sum formula. The second part is devoted to the mathematical foundations of signal processing Вї sampling, filtering, digital signal processing. Fourier analysis in Hilbert spaces is the focus of the third part, and the last part provides an introduction to wavelet analysis, time-frequency issues, and multiresolution analysis. An appendix provides the necessary background on Lebesgue integrals.

Affine Density in Wavelet Analysis

Автор: Kutyniok Gitta
Название: Affine Density in Wavelet Analysis
ISBN: 354072916X ISBN-13(EAN): 9783540729167
Издательство: Springer
Цена: 4037 р.
Наличие на складе: Поставка под заказ.

Описание: In wavelet analysis, irregular wavelet frames have recently come to the forefront of current research due to questions concerning the robustness and stability of wavelet algorithms. A major difficulty in the study of these systems is the highly sensitive interplay between geometric properties of a sequence of time-scale indices and frame properties of the associated wavelet systems.This volume provides the first thorough and comprehensive treatment of irregular wavelet frames by introducing and employing a new notion of affine density as a highly effective tool for examining the geometry of sequences of time-scale indices. Many of the results are new and published for the first time. Topics include: qualitative and quantitative density conditions for existence of irregular wavelet frames, non-existence of irregular co-affine frames, the Nyquist phenomenon for wavelet systems, and approximation properties of irregular wavelet frames.


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