Summary
Andrew Walden's primary research interest is best described as statistical signal processing, covering time series, spectral analysis and wavelets. #
He is particularly interested in making these areas as accessible as possible through careful attention to practical implementation issues. His books, co-authored with Don Percival, on Spectral Analysis and on Wavelets attempt to achieve this goal. #
He is particularly interested in statistical signal processing for the physical sciences and medicine, and spent nine years as a researcher with BP before coming to Imperial College.
RECENT Invited Lectures and Presentations
- Invited organizer for, and speaker at, session "Time Series" at the 10th International Conference of the ERCIM WG on Computational and Methodological Statistics, December 2017
Publications
Books
Percival D, Walden A, 2020, Spectral Analysis for Univariate Time Series, Cambridge University Press, ISBN:9781139235723