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Spectral Analysis for Univariate Time Series

2020-03-19 Mathematics
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Release : 2020-03-19
Genre : Mathematics
Kind : eBook
Book Rating : 175/5 ( reviews)

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Book Synopsis Spectral Analysis for Univariate Time Series by : Donald B. Percival

Download or read book Spectral Analysis for Univariate Time Series written by Donald B. Percival. This book was released on 2020-03-19. Available in PDF, EPUB and Kindle. Book excerpt: Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric science and other areas are used in running examples throughout, to allow clear comparison of how the various methods address questions of interest. All major nonparametric and parametric spectral analysis techniques are discussed, with emphasis on the multitaper method, both in its original formulation involving Slepian tapers and in a popular alternative using sinusoidal tapers. The authors take a unified approach to quantifying the bandwidth of different nonparametric spectral estimates. An extensive set of exercises allows readers to test their understanding of theory and practical analysis. The time series used as examples and R language code for recreating the analyses of the series are available from the book's website.

The Spectral Analysis of Time Series

2014-05-12 Mathematics
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Release : 2014-05-12
Genre : Mathematics
Kind : eBook
Book Rating : 546/5 ( reviews)

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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. This book was released on 2014-05-12. 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.

Spectral Analysis for Physical Applications

1993-06-03 Mathematics
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Release : 1993-06-03
Genre : Mathematics
Kind : eBook
Book Rating : 413/5 ( reviews)

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Book Synopsis Spectral Analysis for Physical Applications by : Donald B. Percival

Download or read book Spectral Analysis for Physical Applications written by Donald B. Percival. This book was released on 1993-06-03. Available in PDF, EPUB and Kindle. Book excerpt: This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography. A valuable feature of the text is that many examples are given showing the application of spectral analysis to real data sets. Special emphasis is placed on the multitaper technique, because of its practical success in handling spectra with intricate structure, and its power to handle data with or without spectral lines. The text contains a large number of exercises, together with an extensive bibliography.

Spectral Analysis of Time-series Data

1998-05-22 Social Science
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Release : 1998-05-22
Genre : Social Science
Kind : eBook
Book Rating : 386/5 ( reviews)

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Book Synopsis Spectral Analysis of Time-series Data by : Rebecca M. Warner

Download or read book Spectral Analysis of Time-series Data written by Rebecca M. Warner. This book was released on 1998-05-22. Available in PDF, EPUB and Kindle. Book excerpt: 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 students new to the area and for those who have already collected time-series data but wish to learn new ways of understanding and presenting them. Facilitating the interpretation of observations of behavior, physiology, mood, perceptual threshold, social indicator variables, and other responses, the book focuses on practical applications and requires much less mathematical background than most comparable texts. Using real data sets and currently available software (SPSS for Windows), the author employs extensive examples to clarify key concepts. Topics covered include research design issues, preliminary data screening, identification and description of cycles, summary of results across time series, and assessment of relations between time series. Also considered are theoretical questions, problems of interpretation, and potential sources of artifact.

The Spectral Analysis of Time Series

1974 Mathematics
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Release : 1974
Genre : Mathematics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis The Spectral Analysis of Time Series by : Lambert Herman Koopmans

Download or read book The Spectral Analysis of Time Series written by Lambert Herman Koopmans. This book was released on 1974. Available in PDF, EPUB and Kindle. Book excerpt: The Spectral Analysis of Time Series ...

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