Ebook328 pages7 hours
The Spectral Analysis of Time Series: Probability and Mathematical Statistics, Vol. 22
Rating: 0 out of 5 stars
()
About this ebook
The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time series is decomposed into a linear combination of sines and cosines. The investigator can used Fourier decompositions or other kinds of spectrals in time series analysis. The text explains the Wiener theory of spectral analysis, the spectral representation for weakly stationary stochastic processes, and the real spectral representation. The book also discusses sampling, aliasing, discrete-time models, linear filters that have general properties with applications to continuous-time processes, and the applications of multivariate spectral models. The text describes finite parameter models, the distribution theory of spectral estimates with applications to statistical inference, as well as sampling properties of spectral estimates, experimental design, and spectral computations. The book is intended either as a textbook or for individual reading for one-semester or two-quarter course for students of time series analysis users. It is also suitable for mathematicians or professors of calculus, statistics, and advanced mathematics.
Related to The Spectral Analysis of Time Series
Related ebooks
The Spectral Analysis of Time Series Rating: 0 out of 5 stars0 ratingsIntroduction to Applied Statistical Signal Analysis: Guide to Biomedical and Electrical Engineering Applications Rating: 0 out of 5 stars0 ratingsMathematical Tools for Applied Multivariate Analysis Rating: 5 out of 5 stars5/5Stochastic Models: Estimation and Control: v. 2 Rating: 0 out of 5 stars0 ratingsIntroduction to Random Signals and Noise Rating: 0 out of 5 stars0 ratingsDistributed Control of Robotic Networks: A Mathematical Approach to Motion Coordination Algorithms Rating: 5 out of 5 stars5/5Nonlinear Dynamics: Exploration Through Normal Forms Rating: 5 out of 5 stars5/5An Introduction to Probability and Stochastic Processes Rating: 5 out of 5 stars5/5The Convolution Transform Rating: 0 out of 5 stars0 ratingsIntroduction to Bayesian Statistics Rating: 0 out of 5 stars0 ratingsNonlinear Mechanics: A Supplement to Theoretical Mechanics of Particles and Continua Rating: 4 out of 5 stars4/5Stochastic Calculus and Stochastic Models Rating: 0 out of 5 stars0 ratingsSource Separation and Machine Learning Rating: 0 out of 5 stars0 ratingsA First Course in Stochastic Processes Rating: 3 out of 5 stars3/5Discrete Cosine Transform: Algorithms, Advantages, Applications Rating: 0 out of 5 stars0 ratingsCooperative and Graph Signal Processing: Principles and Applications Rating: 0 out of 5 stars0 ratingsInformation Theory and Statistics Rating: 0 out of 5 stars0 ratingsStochastic Differential Equations and Applications Rating: 5 out of 5 stars5/5Mathematical Foundations of Quantum Statistics Rating: 0 out of 5 stars0 ratingsTechniques of Functional Analysis for Differential and Integral Equations Rating: 0 out of 5 stars0 ratingsDistributions and Fourier Transforms Rating: 4 out of 5 stars4/5A Graduate Course in Probability Rating: 5 out of 5 stars5/5Markov Models: An Introduction to Markov Models Rating: 3 out of 5 stars3/5Handbook of Probabilistic Models Rating: 0 out of 5 stars0 ratingsSignal Processing for Neuroscientists, A Companion Volume: Advanced Topics, Nonlinear Techniques and Multi-Channel Analysis Rating: 0 out of 5 stars0 ratingsHandbook of Time Series Analysis, Signal Processing, and Dynamics Rating: 2 out of 5 stars2/5Foundations of Genetic Algorithms 1991 (FOGA 1) Rating: 0 out of 5 stars0 ratingsAn Introduction to Wavelets Rating: 0 out of 5 stars0 ratingsAn Introduction to Probability and Mathematical Statistics Rating: 0 out of 5 stars0 ratingsStudies in the Theory of Random Processes Rating: 0 out of 5 stars0 ratings
Mathematics For You
Quantum Physics for Beginners Rating: 4 out of 5 stars4/5Calculus For Dummies Rating: 4 out of 5 stars4/5Sneaky Math: A Graphic Primer with Projects Rating: 0 out of 5 stars0 ratingsBasic Math & Pre-Algebra For Dummies Rating: 4 out of 5 stars4/5The Everything Guide to Algebra: A Step-by-Step Guide to the Basics of Algebra - in Plain English! Rating: 4 out of 5 stars4/5Mental Math Secrets - How To Be a Human Calculator Rating: 5 out of 5 stars5/5Algebra - The Very Basics Rating: 5 out of 5 stars5/5Game Theory: A Simple Introduction Rating: 4 out of 5 stars4/5Calculus Made Easy Rating: 4 out of 5 stars4/5Relativity: The special and the general theory Rating: 5 out of 5 stars5/5Introducing Game Theory: A Graphic Guide Rating: 4 out of 5 stars4/5The Math Book: From Pythagoras to the 57th Dimension, 250 Milestones in the History of Mathematics Rating: 3 out of 5 stars3/5Algebra I Workbook For Dummies Rating: 3 out of 5 stars3/5The Everything Everyday Math Book: From Tipping to Taxes, All the Real-World, Everyday Math Skills You Need Rating: 5 out of 5 stars5/5The Little Book of Mathematical Principles, Theories & Things Rating: 3 out of 5 stars3/5The Thirteen Books of the Elements, Vol. 1 Rating: 0 out of 5 stars0 ratingsMy Best Mathematical and Logic Puzzles Rating: 5 out of 5 stars5/5Summary of The Black Swan: by Nassim Nicholas Taleb | Includes Analysis Rating: 5 out of 5 stars5/5Precalculus: A Self-Teaching Guide Rating: 5 out of 5 stars5/5See Ya Later Calculator: Simple Math Tricks You Can Do in Your Head Rating: 4 out of 5 stars4/5The Golden Ratio: The Divine Beauty of Mathematics Rating: 5 out of 5 stars5/5Practice Makes Perfect Algebra II Review and Workbook, Second Edition Rating: 4 out of 5 stars4/5Is God a Mathematician? Rating: 4 out of 5 stars4/5The Math of Life and Death: 7 Mathematical Principles That Shape Our Lives Rating: 4 out of 5 stars4/5
Reviews for The Spectral Analysis of Time Series
Rating: 0 out of 5 stars
0 ratings
0 ratings0 reviews
Book preview
The Spectral Analysis of Time Series - L. H. Koopmans
Enjoying the preview?
Page 1 of 1