Wavelets in prediction
Monika Hadas-Dyduch
Broschiertes Buch

Wavelets in prediction

Theory, Method, Simulation

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This book presents elements of wavelet theory. Wavelets' properties and their application to the prediction have been presented in synthetic and comprehensible way. One-dimensional and two-dimensional Haar wavelet and Daubechies wavelet have been described. Algorithm of Daubechies wavelet construction and wavelet transform with application to the non-complicated numerical example have been explicated in detail. In addition to a concise and comprehensive theoretical basis about wavelets, the book contains detail description of author's algorithm for time series prediction based on wavelet analy...