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Question: Wavelets for time series.
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Sarah Szita

PostPosted: Tue Feb 08, 1994 12:00 am    
Subject: Question: Wavelets for time series.
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Question: Wavelets for time series.

Could anybody recommend a suitable reference for me?
I am familiar with the basic concepts of wavelets but could do with
some advice on the practical applications. What I want to do is
write a program to apply wavelet transforms to a long time series
of data - I've already done Fourier analysis and am now looking at
recurrent but non-periodic features of the data.
I am a post-graduate physicist but not much of a mathematician (!) and
consequently find most of the standard texts quite heavy going. I
would welcome any advice on the programming or suitable references.
Also, is it straightforward to define a wavelet to match the shape you
are looking for, and what restrictions are there on this?
Thanks in advance,
Sarah Szita

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