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˜An œintroduction to wavelets and other filtering methods in finance and economics / par Gençay,, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : , An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

˜The œillustrated wavelet transform handbook / par Addison,, Napler. Publication : [S.l.] : Taylor & Francis, 2002 . 400 p. ; , Contents Preface Chapter 1: Getting started Chapter 2: The continuous wavelet transform 2.1 Introduction 2.2 The Wavelet 2.3 Requirements for the Wavelet 2.4 The Energy Spectrum of the Wavelet 2.5 The Wavelet Transform 2.6 Identification of Coherent Structures 2.7 Edge Detection 2.8 The Inverse Wavelet Transform 2.9 The Signal Energy: Wavelet Based Energy and Power Spectra 2.10 The Wavelet Transform in Terms of the Fourier Transform 2.11 Complex Wavelets: The Morlet Wavelet 2.12 The Wavelet Transform, Short Time Fourier Transform and Heisenberg Boxes 2.13 Adaptive Transforms: Matching Pursuits 2.14 Wavelets in Two or More Dimensions 2.15 The CWT: Computation, Boundary Effects and Viewing 2.16 Endnotes 2.16.1 Chapter Key Words and Phrases 2.16.2 Further Resources Chapter 3: The Discrete Wavelet Transform 3.1 Introduction 3.2 Frames and Orthogonal Wavelet Bases 3.2.1 Frames 3.2.2 Dyadic Grid Scaling and Orthonormal Wavelet Transforms 3.2.3 The Scaling Function and the Multiresolution Representation 3.2.4 The Scaling Equation, Scaling Coefficients and Associated Wavelet Equation 3.2.5 The Haar Wavelet 3.2.6 Coefficients from Coefficients: The Fast Wavelet Transform 3.3 Discrete Input Signals of Finite Length 3.3.1 Approximations and Details 3.3.2 The Multiresolution Algorithm - An Example 3.3.3 Wavelet Energy 3.3.4 Alternative Indexing of Dyadic Grid Coefficients 3.3.5 A Simple Worked Example: The Haar Wavelet Transform 3.4 Everything Discrete 3.4.1 Discrete Experimental Input Signals 3.4.2 Smoothing, Thresholding and Denoising 3.5 Daubechies Wavelets 3.5.1 Filtering 3.5.2 Symmlets and Coiflets 3.6 Translation Invariance 3.7 Biorthogonal Wavelets 3.8 Two-Dimensional Wavelet Transforms 3.9 Adaptive Transforms: Wavelet Packets 3.10 Endnotes 3.10.1 Chapter Key Words and Phrases 3.10.2 Further Resources CHAPTER 4: FLUIDS 4.1 Introduction 4.2 Statistical Measures 4.2.1 Moments, Energy and Power Spectra 4.2.2 Intermittency and Correlation 4.2.3 Wavelet Thresholding 4.2.4 Wavelet Selection using Entropy Measures 4.3 Engineering Flows 4.3.1 Jets, Wakes, Turbulence and Coherent Structures 4.3.2 Fluid-Structure Interaction 4.3.3 Two-Dimensional Flow Fields 4.4 Geophysical Flows 4.4.1 Atmospheric Processes 4.4.2 Ocean Processes 4.5 Other Applications in Fluids and Further Resources CHAPTER 5: ENGINEERING TESTING, MONITORING AND CHARACTERISATION 5.1 Introduction 5.2 Machining Processes: Control, Chatter, Wear and Breakage 5.3 Rotating Machinery 5.3.1 Gears 5.3.2 Shafts, Bearings and Blades 5.4 Dynamics 5.5 Chaos 5.6 Non-Destructive Testing 5.7 Surface Characterisation 5.8 Other Applications in Engineering and Further Resources 5.8.1 Impacting 5.8.2 Data Compression 5.8.3 Engines 5.8.4 Miscellaneous CHAPTER 6: MEDICINE 6.1 Introduction 6.2 The Electrocardiogram 6.2.1 ECG Timing, Distortions and Noise 6.2.2 Detection of Abnormalities 6.2.3 Heart Rate Variability 6.2.4 Cardiac Arrhythmias 6.2.5 ECG Data Compression 6.3 Neuroelectric Waveforms 6.3.1 Evoked Potentials and Event-Related Potentials 6.3.2 Epileptic Seizures and Epileptogenic Foci 6.3.3 Classification of the EEG using Artificial Neural Networks 6.4 Pathological Sounds, Ultrasounds and Vibrations 6.4.1 Blood Flow Sounds 6.4.2 Heart Sounds and Heart Rates 6.4.3 Lung Sounds 6.4.4 Acoustic Response 6.5 Blood Flow and Blood Pressure 6.6 Medical Imaging 6.6.1 Ultrasonic Images 6.6.2 Magnetic Resonance Imaging, Computed Tomography and other Radiographic Images 6.6.3 Optical Imaging 6.7 Other Applications in Medicine 6.7.1 Electromyographic Signals 6.7.2 Sleep Apnea 6.7.3 DNA 6.7.4 Miscellaneous 6.7.5 Further Resources CHAPTER 7: FRACTALS, FINANCE, GEOPHYSICS AND OTHER AREAS 7.1 Introduction 7.2 Fractals 7.2.1 Exactly Self-Similar Fractals 7.2.2 Stochastic Fractals 7.2.3 Multifractals 7.3 Finance 7.4 Geophysics 7.4.1 Properties of Subsurface Media 7.4.2 Surface Fea. 26 cm. Date : 2002 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Abstract harmonic analysis of continuous wavelet transforms / par Fuehr,, Hartmut. Publication : New York : Springer, 2005 . x, 193 p. ; 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Analysis and probability : wavelets, signals, fractals / par Jorgensen,, Palle E. T., Publication : New York, NY : Springer, 2006 . xliv, 276 p. : 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Coherent states, wavelets and their generalizations / par Ali,, S. Twareque Publication : New York : Springer, 2000 . xiii, 418 p. ; 25 cm. Date : 2000 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Sparse image and signal processing wavelets, curvelets, morphological diversity par Starck, J.-L Publication : Cambridge | New York Cambridge University Press 2010 . xvii, 316 pages, [16] pages of plates , "Presenting the state of the art in sparse and multiscale image and signal processing, this book weds theory and practice to examine their applications in a diverse range of fields"--Provided by publisher. | "This book presents the state of the art in sparse and multiscale image and signal processing, covering linear multiscale transforms, such as wavelet, ridgelet, or curvelet transforms, and non-linear multiscale transforms based on the median and mathematical morphology operators. Recent concepts of sparsity and morphological diversity are described and exploited for various problems such as denoising, inverse problem regularization, sparse signal decomposition, blind source separation, and compressed sensing. This book weds theory and practice in examining applications in areas such as astronomy, biology, physics, digital media, and forensics. A final chapter explores a paradigm shift in signal processing, showing that previous limits to information sampling and extraction can be overcome in very significant ways. Matlab and IDL code accompany these methods and applications to reproduce the experiments and illustrate the reasoning and methodology of the research available for download at the associated Web site"--Provided by publisher. 27 cm. Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Wavelets and signal processing : an application-based introduction / par Stark,, Hans-Georg. Publication : Berlin ; | New York : Springer, 2005 . x, 150 p. : 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Fundamentals of Wavelets : Theory, Algorithms, and Applications. par Goswami, Jaideva C. Publication : Hoboken : John Wiley & Sons, 2011 . 1 online resource (384 pages). Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

An introduction to wavelets and other filtering methods in finance and economics / par Gençay, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780122796708,

A wavelet tour of signal processing / par Mallat, S. G. Publication : . 1 online resource (xxiv, 637 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780124666061,

Numerical analysis of wavelet methods / par Cohen, Albert, Publication : . 1 online resource (xviii, 336 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780444511249,  http://www.sciencedirect.com/science/publication?issn=01682024&volume=32,

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