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Nonlinear and Nonstationary Signal Processing

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Editors:
W. J. Fitzgerald, University of Cambridge
R. L. Smith, University of North Carolina, Chapel Hill
A. T. Walden, Imperial College of Science, Technology and Medicine, London
P. C. Young, Lancaster University

C. Andrieu, A. Doucet, W. J. Fitzgerald, J.-M. Pérez, Neil Gordon, Alan Marrs, David Salmond, Peter Young, Keith Beven, Jim Freer, Barry Hankin, Karsten Schu, Richard L. Smith, Alistair Mees, Tina Hviid Rydberg, Neil Shephard, Richard A. Davis, Thomas Mikosch, Patrick Flandrin, Metin Bayram, Richard Baraniuk, David J. Thomson, Vasily Strela, Andrew Walden, D. B. Percival, S. Sardy, A. C. Davison

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Date Published: March 2001
availability: Unavailable - out of print August 2012
format: Hardback
isbn: 9780521800440

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Unavailable - out of print August 2012

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Description

Most currently employed methods that are used in various fields of data analysis, such as signal processing and time series analysis, are based on rather simplistic assumptions about the linearity and stationarity of the underlying processes, and are hence suboptimal in many situations. The chapters in this book introduce modern methods that have been developed in the fields of statistics, engineering, environmental science and finance, to address these shortcomings. The authors present state-of-the-art statistical methods, and discuss their applications in real-world situations. This volume provides a coherent and unique account of this active and important area.
- Brings together modern techniques that can be applied to many different fields
- State of the art statistical methods and unification of them
- Many different application areas
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Reviews & endorsements
"...a useful progress report for anyone seeking to go beyond the basics, and a good addition to the comparatively small literature on non-stationary and non-linear processes. Scientists interested in pursuing this subject will find it helpful." EOS

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Product details
- Date Published: March 2001
- format: Hardback
- isbn: 9780521800440
- length: 484 pages
- dimensions: 255 x 181 x 32 mm
- weight: 1.369kg
- contains: 5 colour illus. 8 tables
- availability: Unavailable - out of print August 2012
Table of Contents
Introduction
1. Bayesian computational approaches to model selection C. Andrieu, A. Doucet, W. J. Fitzgerald and J. -M. Pérez
2. Sequential analysis of nonlinear dynamic systems using particles and mixtures Neil Gordon, Alan Marrs and David Salmond
3. Stochastic, dynamic modelling and signal processing: time variable and state dependent parameter estimation Peter Young
4. The use of generalised likelihood measures for uncertainty estimation in high-order models of environmental systems Keith Beven, Jim Freer, Barry Hankin and Karsten Schulz
5. Spatial statistics in environmental science Richard L. Smith
6. Useful lies: dynamics from data Alistair Mees
7. A modelling framework for the prices and times of trades made on the New York Stock Exchange Tina Hviid Rydberg and Neil Shephard
8. The sample autocorrelations of financial Time Series Models Richard A. Davis and Thomas Mikosch
9. The many roads to time-frequency Patrick Flandrin
10. Multiple Window time-varying spectrum estimation Metin Bayram and Richard Baraniuk
11. Multitaper analysis of nonstationary and nonlinear Time Series Data David J. Thomson
12. Signal and image denoising via wavelet thresholding: orthogonal and biorthogonal, scalar and multiple wavelet transforms Vasily Strela and Andrew Walden
13. Wavestrapping time series: adaptive wavelet-based bootstrapping D. B. Percival, S. Sardy and A. C. Davison.
Look Inside
Editors
W. J. Fitzgerald, University of Cambridge
R. L. Smith, University of North Carolina, Chapel Hill
A. T. Walden, Imperial College of Science, Technology and Medicine, London
P. C. Young, Lancaster University
Contributors
C. Andrieu, A. Doucet, W. J. Fitzgerald, J.-M. Pérez, Neil Gordon, Alan Marrs, David Salmond, Peter Young, Keith Beven, Jim Freer, Barry Hankin, Karsten Schu, Richard L. Smith, Alistair Mees, Tina Hviid Rydberg, Neil Shephard, Richard A. Davis, Thomas Mikosch, Patrick Flandrin, Metin Bayram, Richard Baraniuk, David J. Thomson, Vasily Strela, Andrew Walden, D. B. Percival, S. Sardy, A. C. Davison