Author: Donald E. AmosPublisher:
ISBN:
Category : Coherence (Optics)
Languages : en
Pages : 332
Book Description
Tables of the Distribution of the Coefficient of Coherence for Stationary Bivariate Gaussian Processes
Author: Donald E. AmosPublisher:
ISBN:
Category : Coherence (Optics)
Languages : en
Pages : 332
Book Description
Coherence Estimation
Author: Time Series
Author: David R. BrillingerPublisher: SIAM
ISBN: 0898715016
Category : Mathematics
Languages : en
Pages : 556
Book Description
This text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals.
The Spectral Analysis of Time Series
Author: L. H. KoopmansPublisher: Academic Press
ISBN: 1483218546
Category : Mathematics
Languages : en
Pages : 383
Book Description
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.
The Spectral Analysis of Time Series
Author: Lambert H. KoopmansPublisher: Elsevier
ISBN: 0080541569
Category : Mathematics
Languages : en
Pages : 385
Book Description
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 discrete-time models; real-time filtering; digital filters; linear filters; distribution theory; sampling properties ofspectral estimates; and linear prediction. - Hilbert spaces - univariate models for spectral analysis - multivariate spectral models - sampling, aliasing, and discrete-time models - real-time filtering - digital filters - linear filters - distribution theory - sampling properties of spectral estimates - linear prediction
Collected Reprints
Author: Introduction to Statistical Time Series
Author: Wayne A. FullerPublisher: John Wiley & Sons
ISBN: 0470317752
Category : Mathematics
Languages : en
Pages : 734
Book Description
The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter. Major topics include: * Moving average and autoregressive processes * Introduction to Fourier analysis * Spectral theory and filtering * Large sample theory * Estimation of the mean and autocorrelations * Estimation of the spectrum * Parameter estimation * Regression, trend, and seasonality * Unit root and explosive time series To accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.
Multiple Time Series
Author: Edward James HannanPublisher: John Wiley & Sons
ISBN: 0470317132
Category : Mathematics
Languages : en
Pages : 552
Book Description
The Wiley Series in Probability and Statistics is a collection of topics of current research interests in both pure and applied statistics and probability developments in the field and classical methods. This series provides essential and invaluable reading for all statisticians, whether in academia, industry, government, or research.
Collected Reprints
Author: Atlantic Oceanographic and Meteorological LaboratoriesPublisher:
ISBN:
Category : Oceanography
Languages : en
Pages : 612
Book Description
Author: