Literature |
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Two classics about time series and especially Fourier analysis |
[1] M. Priestley: Spectral Analysis and Time Series,
Academic Press, 1992
[2] P. Brockwell and R. Davis: Time Series: Theory and Methods, Springer, 1987
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Some good books about discrete and continuous Wavelet Analysis
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[3] D. Percival and A. Walden: Wavelet Methods for Time Series Analysis,
Cambridge University Press, 2004
[4] M. Holschneider: Wavelets: an analysis tool, Oxford University Press, 1998
[5] R. Carmona, W.-L. Hwang and B. Torresani: Practical Time-Frequency Analysis, Academic Press, 1998
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One of the geosciences classics
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[6] C. Torrence and G.P. Compo: A Practical Guide to Wavelet Analysis,
Bull. Amer. Meteor. Soc. 79, 61-78, 1998
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My contributions to wavelet spectral analysis
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[7] D. Maraun and J. Kurths: Cross Wavelet
Analysis. Significance Testing and Pitfalls,
Nonlin. Proc. Geoph. 11(4), 505-514, 2004,
pdf,
282kB
[8] D. Maraun, J. Kurths and M. Holschneider:
Nonstationary Gaussian Processes in Wavelet Domain: Synthesis, Estimation and Significance Testing.
Phys. Rev. E 75, 016707, 2007
[9] D. Maraun:
What Can We Learn from Climate Data? Methods for Fluctuation, Time/Scale and Phase Analysis, PhD Thesis, University of Potsdam, 2006, pdf, 3950 kB
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An easy to read introduction to time series analysis:
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[10] J. Honerkamp: Stochastic
Dynamical Systems, VCH Publishers, 1994
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