Time Series in the Frequency Domain

P. R. Krishnaiah

ISBN 10: 0444867260 / ISBN 13: 9780444867261

Editore: Elsevier Science & Technology Feb 1984, 1984

Riguardo questo articolo

Neuware - This volume of the Handbook is concerned particularly with the frequency side, or spectrum, approach to time series analysis. This approach involves essential use of sinusoids and bands of (angular) frequency, with Fourier transforms playing an important role. A principal activity is thinking of systems, their inputs, outputs, and behavior in sinusoidal terms. In many cases, the frequency side approach turns out to be simpler with respect to computational, mathematical, and statistical aspects. In the frequency approach, an assumption of stationarity is commonly made. However, the essential roles played by the techniques of complex demodulation and seasonal adjustment show that stationarity is far from being a necessary condition. Assumptions of Gaussianity and linearity are also commonly made and yet, as a variety of the papers in this volume illustrate, these assumptions are not necessary.

Codice articolo 9780444867261

Dati bibliografici

• Titolo: Time Series in the Frequency Domain
• Editore: Elsevier Science & Technology Feb 1984
• Data di pubblicazione: 1984
• Lingua: Inglese
• ISBN 10: 0444867260
• ISBN 13: 9780444867261
• Rilegatura: Buch
• Condizione: Neu
• Peso: 1080 grammi

Descrizione articolo

Riassunto

This volume of the Handbook is concerned particularly with the frequency side, or spectrum, approach to time series analysis. This approach involves essential use of sinusoids and bands of (angular) frequency, with Fourier transforms playing an important role. A principal activity is thinking of systems, their inputs, outputs, and behavior in sinusoidal terms. In many cases, the frequency side approach turns out to be simpler with respect to computational, mathematical, and statistical aspects. In the frequency approach, an assumption of stationarity is commonly made. However, the essential roles played by the techniques of complex demodulation and seasonal adjustment show that stationarity is far from being a necessary condition. Assumptions of Gaussianity and linearity are also commonly made and yet, as a variety of the papers in this volume illustrate, these assumptions are not necessary.

Product Description

Book by Krishnaiah P R