Time Series: Data Analysis and Theory - Couverture souple

Brillinger, David R.

 
9780898715019: Time Series: Data Analysis and Theory
Couverture souple
ISBN 10 : 0898715016 ISBN 13 : 9780898715019
Editeur : Society for Industrial and Applied Mathematics, 2001

Synopsis

Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercises is included. Time Series: Data Analysis and Theory takes the Fourier transform of a stretch of time series data as the basic quantity to work with and shows the power of that approach. It considers second- and higher-order parameters and estimates them equally, thereby handling non-Gaussian series and nonlinear systems directly. The included proofs, which are generally short, are based on cumulants.

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

Présentation de l'éditeur

Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercises is included. Time Series: Data Analysis and Theory takes the Fourier transform of a stretch of time series data as the basic quantity to work with and shows the power of that approach. It considers second- and higher-order parameters and estimates them equally, thereby handling non-Gaussian series and nonlinear systems directly. The included proofs, which are generally short, are based on cumulants.

Revue de presse

'Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It covers a broad collection of theorems. The techniques are illustrated by data analyses and are discussed both heuristically and formally to serve both the applied and the theoretical worker.' IEEE Signal Processing Magazine

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

Éditeur
Society for Industrial and Applied Mathematics
Date d'édition
2001
Langue
anglais
ISBN 10 
0898715016
ISBN 13 
9780898715019
Reliure
Broché
Nombre de pages
570
Coordonnées du fabricant
non disponible
Personne responsable
Buchpark GmbH
gpsr@buchpark.de

Krügerweg 1
Trebbin
Brandenburg
14959
Allemagne

Autres éditions populaires du même titre

9780030769757: Time Series: Data Analysis and Theory

Edition présentée

ISBN 10 :  0030769752 ISBN 13 :  9780030769757
Editeur : Holt,Rinehart & Winston of C..., 1975
Couverture rigide