Time Series : Data Analysis and Theory

David R Brillinger

ISBN 10: 0898715016 / ISBN 13: 9780898715019

Editore: Society For Industrial And Applied Mathematics (SIAM) Sep 2001, 2001

Riguardo questo articolo

Neuware - 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.

Codice articolo 9780898715019

Dati bibliografici

• Titolo: Time Series : Data Analysis and Theory
• Editore: Society For Industrial And Applied Mathematics (SIAM) Sep 2001
• Data di pubblicazione: 2001
• Lingua: Inglese
• ISBN 10: 0898715016
• ISBN 13: 9780898715019
• Rilegatura: Taschenbuch
• Condizione: Neu

Descrizione articolo

Riassunto

This text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals.

Recensione

'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