STAT 530

Wavelets: Data Analysis, Algorithms, and Theory

Course Description

Review of spectral analysis. Theory of continuous and discrete wavelets. Multiresolution analysis. Computation of discrete wavelet transform. Time-scale analysis. Wavelet packets. Statistical properties of wavelet signal extraction and smoothers. Estimation of wavelet variance. Prerequisite: college-level coursework in Fourier theory and linear algebra; and either STAT 390/MATH 390, STAT 509/CS&SS 509/ECON 580, STAT 513, or IND E 315. Offered: jointly with E E 530; Sp.