The Spectral Analysis of Time Series - Couverture souple

Livre 7 sur 30: Probability and Mathematical Statistics

Koopmans, Lambert H.

 
9780124192515: The Spectral Analysis of Time Series
Couverture souple
ISBN 10 : 0124192513 ISBN 13 : 9780124192515
Editeur : Academic Press, 1995

Synopsis

To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric structure of spectral analysis. This approach makes possible useful, intuitive interpretations of important time series parameters and provides a unified framework for an otherwise scattered collection of seemingly isolated results. The books strength lies in its applicability to the needs of readers from many disciplines with varying backgrounds in mathematics. It provides a solid foundation in spectral analysis for fields that include statistics, signal process engineering, economics, geophysics, physics, and geology. Appendices provide details and proofs for those who are advanced in math. Theories are followed by examples and applications over a wide range of topics such as meteorology, seismology, and telecommunications. Topics covered include Hilbert spaces; univariate models for spectral analysis; multivariate spectral models; sampling, aliasing, and discretetime models; realtime filtering; digital filters; linear filters; distribution theory; sampling properties ofspectral estimates; and linear prediction.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric structure of spectral analysis. This approach makes possible useful, intuitive interpretations of important time series parameters and provides a unified framework for an otherwise scattered collection of seemingly isolated results. The books strength lies in its applicability to the needs of readers from many disciplines with varying backgrounds in mathematics. It provides a solid foundation in spectral analysis for fields that include statistics, signal process engineering, economics, geophysics, physics, and geology. Appendices provide details and proofs for those who are advanced in math. Theories are followed by examples and applications over a wide range of topics such as meteorology, seismology, and telecommunications. Topics covered include Hilbert spaces; univariate models for spectral analysis; multivariate spectral models; sampling, aliasing, and discretetime models; realtime filtering; digital filters; linear filters; distribution theory; sampling properties ofspectral estimates; and linear prediction.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press
Date d'édition
1995
Langue
anglais
ISBN 10 
0124192513
ISBN 13 
9780124192515
Reliure
Broché
Nombre de pages
384
Coordonnées du fabricant
non disponible
Personne responsable
Yeepin GmbH
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Autres éditions populaires du même titre

9780124192508: The Spectral Analysis of Time Series

Edition présentée

ISBN 10 :  0124192505 ISBN 13 :  9780124192508
Editeur : Academic Pr, 1974
Couverture rigide