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...
This book presents elements of wavelet theory. Wavelets' properties and their application to the prediction have been presented in synthetic and compr...