- `In my opinion the book by Percival and Walden should be available in every university library, and every time-series analyst must read this book for an alternative (to Fourier) set of techniques.' T. Subba Rao, Publication of the International Statistical Institute
- `The authors ... provide considerable background material,
tell their story from scratch, proceed at a careful pace ... and
work out detailed applications ... Recommended.'
*Choice* - `The authors attempt to provide a self-contained book,
and they start out at a very elementary level.
They emphasize applications and the practical aspect of wavelets.
The discussion is detailed and thorough,
and they provide an excellent list of references.
...
They concentrate on the wavelet filters
described in Daubechies' work
and restrict themselves to time series applications.
It is aimed at advanced undergraduates and graduate students
and is also a useful reference for researchers in statistics
and various physical sciences.'
M.R. Chernick,
*Technometrics* - `In this impressive monograph, Don Percival and Andrew Walden provide
a wealth of material (nearly 600 pages!) including not only a rigorous and
thorough coverage of a variety of facets of wavelet theory, but also a nice
treatment of various practical aspects that arise when wavelet methods are
applied to the analysis of real data. As the title states, the book's primary
aim is to explore wavelet theory and practice as it pertains to analyzing data
ordered in time (or in space, etc.). Its overall approach tends to follow more
closely the "time series" way of thinking about ordered data (in that primary
interest is in describing facets of the mechanism that produces the data) than
the approach of the "smoothers" (who tend to think of recovering the "true"
signal from a noisy version of it). With this outlook, the book offers a number
of rich insights into applications of wavelet theory in such situations. ...
Overall,
*Wavelet Methods for Time Series Analysis*provides very thorough coverage of wavelet theory and applications, including several interesting topics that are unique to it.' T. Ogden,*Journal of the American Statistical Association* - `This is a comprehensive text-book covering wavelet
theory and time series theory relevant to analysing
time-indexed data. The book is written from a statistical
point of view, which is welcome, since most
text-books on wavelets to date have been written
with an engineering or applied mathematics background.
The motivation is to teach the reader to
use wavelets as an analytical tool; hence some of
the more theoretical areas in wavelet research are
not covered. That is not to suggest that this book
is light on mathematics and theory in the topics
that are covered: quite the opposite. The theory is
detailed but clearly laid out, well defined and consistent.
At every stage the work is clearly summarized
(possibly to excess) and detailed comments are
given at the end of many sections. Appropriate exercises
are liberally spread throughout the text to
reinforce the ideas that are presented, as well as an
exercise section at the end of each chapter. Throughout
the book the methods have been demonstrated by
applying them to observed physical time series.
...
The authors state that the intended level is for
post-graduate students and statistics researchers. I
believe that this would be an ideal text for a statistics
doctoral student who is new to the field of wavelets.
Even if their project is not specifically in time series
analysis, by working through this book, the student
would gain a solid understanding of wavelet theory.
Although the text reads like a course book, the
content, lay-out and consistency of the text mean
that it should also be a valuable reference resource
for the wavelet researcher. This book would also be
appropriate for a time series specialist (or other
statisticians) who would like to learn about wavelets.'
T. Downie,
*The Statistician* - `Dit is een goed boek voor wie een gedegen wiskundige kennis
van wavelets wil opbouwen en van daaruit toepassingen wil bestuderen.
Voor een eerste kennismaking met het onderwerp lijkt het me nogal
overweldigend.
Het is zeker geen "how to" boek.'
P. Eilers,
*Kwantitatieve Methoden* - `Well, what would I do with that!?' C.B. Percival (mother of one of the authors), when asked if she would like a free copy of the book.