Lectures by Professor Peter Craigmile, The Ohio State University

Department of Mathematics, Aalborg University, room G5-112


16 December 2013, 09:30-12:00

One dimensional wavelet transforms. The continuous and discrete wavelet transform. The form and function of wavelet filters. Shift invariant 1D wavelet transforms. Packet transforms.

17 December, 09:30-12:00

Representing stochastic processes using wavelets (still 1D). Analysis of variance and covariance using wavelets. Between and within scale analysis. Whittle wavelet methods. Analysis of trend. Introduction to wavelet shrinkage.

18 December, 09:30-12:00

Two dimensional wavelet transforms for gridded data. Analysis of 2D stochastic processes using wavelets (less is known about this, but it is worth looking at). Methods for irregular data. Time permitting we can discuss space-time extensions.