Fourier Analysis of Time Series

Fourier Analysis of Time Series PDF Author: Peter Bloomfield
Publisher: John Wiley & Sons
ISBN: 0471653993
Category : Mathematics
Languages : en
Pages : 285

Book Description
A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition: * Devotes an entire chapter to complex demodulation * Treats harmonic regression in two separate chapters * Features a more succinct discussion of the fast Fourier transform * Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility * Includes Web addresses for all time series data used in the examples An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.

Fourier Analysis of Time Series

Fourier Analysis of Time Series PDF Author: Peter Bloomfield
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 284

Book Description
A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition: * Devotes an entire chapter to complex demodulation * Treats harmonic regression in two separate chapters * Features a more succinct discussion of the fast Fourier transform * Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility * Includes Web addresses for all time series data used in the examples An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.

Analyzing Neural Time Series Data

Analyzing Neural Time Series Data PDF Author: Mike X Cohen
Publisher: MIT Press
ISBN: 0262019876
Category : Psychology
Languages : en
Pages : 615

Book Description
A comprehensive guide to the conceptual, mathematical, and implementational aspects of analyzing electrical brain signals, including data from MEG, EEG, and LFP recordings. This book offers a comprehensive guide to the theory and practice of analyzing electrical brain signals. It explains the conceptual, mathematical, and implementational (via Matlab programming) aspects of time-, time-frequency- and synchronization-based analyses of magnetoencephalography (MEG), electroencephalography (EEG), and local field potential (LFP) recordings from humans and nonhuman animals. It is the only book on the topic that covers both the theoretical background and the implementation in language that can be understood by readers without extensive formal training in mathematics, including cognitive scientists, neuroscientists, and psychologists. Readers who go through the book chapter by chapter and implement the examples in Matlab will develop an understanding of why and how analyses are performed, how to interpret results, what the methodological issues are, and how to perform single-subject-level and group-level analyses. Researchers who are familiar with using automated programs to perform advanced analyses will learn what happens when they click the “analyze now” button. The book provides sample data and downloadable Matlab code. Each of the 38 chapters covers one analysis topic, and these topics progress from simple to advanced. Most chapters conclude with exercises that further develop the material covered in the chapter. Many of the methods presented (including convolution, the Fourier transform, and Euler's formula) are fundamental and form the groundwork for other advanced data analysis methods. Readers who master the methods in the book will be well prepared to learn other approaches.

Time Series

Time Series PDF Author: David R. Brillinger
Publisher: 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.

Fourier Analysis and Stochastic Processes

Fourier Analysis and Stochastic Processes PDF Author: Pierre Brémaud
Publisher: Springer
ISBN: 3319095900
Category : Mathematics
Languages : en
Pages : 396

Book Description
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). Each chapter has an exercise section, which makes Fourier Analysis and Stochastic Processes suitable for a graduate course in applied mathematics, as well as for self-study.

Digital Time Series Analysis

Digital Time Series Analysis PDF Author: Robert K. Otnes
Publisher: Wiley-Interscience
ISBN:
Category : Computers
Languages : en
Pages : 488

Book Description
Preliminary concepts -- Preprocessing of data -- Recursive digital filtering -- Fourier series and Fourier transform computations -- General considerations in computing power spectral density -- Correlation function and Blackman-Tukey spectrum computations -- Power and cross spectra from fast Fourier transforms -- Filter methods for the power spectral density -- Transfer function and coherence function computations -- Probability density function computations -- Miscellaneous techniques -- Test case and examples.

Time Series Data Analysis in Oceanography

Time Series Data Analysis in Oceanography PDF Author: Chunyan Li
Publisher: Cambridge University Press
ISBN: 1108474276
Category : Computers
Languages : en
Pages : 483

Book Description
Textbook for students and researchers in oceanography and Earth science on theory and practice of time series analysis using MATLAB.

Data-Driven Science and Engineering

Data-Driven Science and Engineering PDF Author: Steven L. Brunton
Publisher: Cambridge University Press
ISBN: 1009098489
Category : Computers
Languages : en
Pages : 615

Book Description
A textbook covering data-science and machine learning methods for modelling and control in engineering and science, with Python and MATLAB®.

Handbook of Time Series Analysis, Signal Processing, and Dynamics

Handbook of Time Series Analysis, Signal Processing, and Dynamics PDF Author: D. S.G. Pollock
Publisher: Elsevier
ISBN: 0080507875
Category : Technology & Engineering
Languages : en
Pages : 756

Book Description
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

The Spectral Analysis of Time Series

The Spectral Analysis of Time Series PDF Author: Lambert Herman Koopmans
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 390

Book Description
The Spectral Analysis of Time Series ...