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

Pharmacokinetic modelling of the anti-malarial drug artesunate and its active metabolite dihydroartemisinin, Computer Methods and Programs in Biomedicine, in press. And interface improvements, a number of functions have been enhanced to exploit multiple cores and deliver speed-ups for moderate or large problems, including: FFTs; random number generators; partial differential equations; interpolation; curve and surface fitting; correlation and regression analysis; multivariate methods; time series analysis; and financial option pricing. In this paper, classical surrogate data methods for testing hypotheses concerning nonlinearity in time-series data are extended using a wavelet-based scheme. As EEMD is a time–space analysis method, the added white noise is averaged out with sufficient number of trials; the only persistent part that survives the averaging process is the component of the signal (original data), which is then treated as the true and more physical meaningful This requirement reflects the evolution of time series analysis from the Fourier transform, to the windowed Fourier transform (Gabor 1946) and on to wavelet analysis (Daubechies 1992). Thus, a wide class of analyses of relevance to geophysics can be undertaken within this framework. Analysis methods of investment are always the researching hotspot of financial field. Quantifying uncertainty in change points (2012), Journal of Time Series Analysis, 33:807-823. This gives a method for systematically exploring the properties of a signal relative to some metric or set of metrics. Analysis & Simulation: Includes 149 new numerical functions and ease-of-use improvements. Random number generation; Calculations on statistical data; Correlation and regression analysis; Multivariate methods; Analysis of variance and contingency table analysis; Time series analysis; Nonparametric statistics. Y Zhou, JAD Aston Modeling trigonometric seasonal components for monthly economic time series, Applied Economics, in press.