Book reading list for Time Series data analysis

I'm looking for book recommendations for Time series Data Analysis. All my time series data is in the engineering domain, pressure, volume, voltage, images etc.

I'm experienced in Matlab and mostly all kinds of smoothing, curve fitting, Kalman, fft type workflows but am looking for more skills specifically for feature extraction (i.e. ECG). Perhaps Wavelet, Stats?

I'm interested in learning tools but most useful would be guidance to what methods/tools to apply for a given problem. i.e. remove means, fft, band filter freq of interest, ifft, correlate and so on.

Answer 1

[Star Strider]

Wavelets and Statistics definitely. Wavelets are now routinely used for feature identification in biomedical signals, and such statistical techniques as independent component analysis are useful for signal analysis. Other statistical techniques such as principal components analysis can be used for feature reduction. Neural networks can be useful, but since they are nonparametric, it can be difficult to determine how they are processing their data. The other techniques you mention are all in core MATLAB or the Signal Processing Toolbox (filters).

If you’re specifically interested in biomedical signal analysis, search PubMed. There are thousands of articles on those topics.