Prof. A.T. Walden

• Room No : 531
• Telephone No. : +44 (0)20 7594 8524
• E-Mail Address : a.walden@imperial.ac.uk
• See also : Official Web Page..

Research Interests:

• Theory and application of the discrete and continuous wavelet transforms to problems in the analysis of non-stationary time series.
• Time series, particularly complex-valued. Applications in geophysics, oceanography and medicine.
• I welcome e-mail enquiries from those interested in carrying out research (PhD) in wavelets, time series, and applications thereof. Please note summer or other internships are not offered.

Co-author of the books:

• Percival, D.B. and Walden, A.T. (1993) Spectral Analysis for Physical Applications.. Cambridge University Press, 583pp.
• Percival, D.B. and Walden, A.T. (2000) Wavelet Methods for Time Series Analysis,. Cambridge University Press, 600pp.

Co-editor of the books:

• Statistics in the Environmental and Earth Sciences, edited by Andrew Walden and Peter Guttorp, Hodder Headline.
• Fitzgerald, W.F., Smith, R.L., Walden, A.T. and Young, P.C. (eds.) (2001) Nonlinear and Nonstationary Signal Processing. Cambridge University Press.

Publications :

• Recent publications (some downloadable)

Current Taught Courses

• MS8: Time Series
• MSc - Hydrology for Environmental Management and Environmental Engineering (Mathematical and Statistical Modelling and Time Series)

Research addenda:

• Graphical supplement (pdf format) to: Walden (2000) A unified view of multitaper multivariate spectral estimation. Biometrika, 87, 767-787..
• Graphical supplement (pdf format) to: Walden and Serroukh (2001) Wavelet analysis of matrix-valued time series. . Proc. R. Soc. Lond. A.
• Signal and image denoising via wavelet thresholding: orthogonal and biorthogonal, scalar and multiple wavelet transforms, by Strela and Walden. Imperial College Statistics Section, Technical Report TR-98-01. Posted 9 March 98. (See below).
• Image plots for above paper.
• Update of Strela/Walden
• Supplemental proof to Contreras Cristan, A. and Walden, A.T. (2002) Multitaper power spectrum estimation and thresholding: wavelet packets versus wavelets. IEEE Trans. Signal Processing, 50, 2976-2986.