The Spectral Analysis of Time Series

The Spectral Analysis of Time Series
Author :
Publisher : Academic Press
Total Pages : 383
Release :
ISBN-10 : 9781483218540
ISBN-13 : 1483218546
Rating : 4/5 (40 Downloads)

Book Synopsis The Spectral Analysis of Time Series by : L. H. Koopmans

Download or read book The Spectral Analysis of Time Series written by L. H. Koopmans and published by Academic Press. This book was released on 2014-05-12 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

The Spectral Analysis of Time Series
Language: en
Pages: 383
Authors: L. H. Koopmans
Categories: Mathematics
Type: BOOK - Published: 2014-05-12 - Publisher: Academic Press

DOWNLOAD 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 proces
Singular Spectrum Analysis for Time Series
Language: en
Pages: 156
Authors: Nina Golyandina
Categories: Mathematics
Type: BOOK - Published: 2020-11-23 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time
Spectral Analysis for Univariate Time Series
Language: en
Pages: 718
Authors: Donald B. Percival
Categories: Mathematics
Type: BOOK - Published: 2020-03-19 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provi
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Language: en
Pages: 346
Authors: K. Dzhaparidze
Categories: Mathematics
Type: BOOK - Published: 1986 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonpara
Spectral Analysis of Time-series Data
Language: en
Pages: 244
Authors: Rebecca M. Warner
Categories: Social Science
Type: BOOK - Published: 1998-05-22 - Publisher: Guilford Press

DOWNLOAD EBOOK

This book provides a thorough introduction to methods for detecting and describing cyclic patterns in time-series data. It is written both for researchers and s