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The Spectral Analysis of Time Series by Lambert H. Koopmans (1974, Hardcover)

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Product Information

To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric structure of spectral analysis. This approach makes possible useful, intuitive interpretations of important time series parameters and provides a unified framework for an otherwise scattered collection of seemingly isolated results. The books strength lies in its applicability to the needs of readers from many disciplines with varying backgrounds in mathematics. It provides a solid foundation in spectral analysis for fields that include statistics, signal process engineering, economics, geophysics, physics, and geology. Appendices provide details and proofs for those who are advanced in math. Theories are followed by examples and applications over a wide range of topics such as meteorology, seismology, and telecommunications. Topics covered include Hilbert spaces; univariate models for spectral analysis; multivariate spectral models; sampling, aliasing, and discrete-time models; real-time filtering; digital filters; linear filters; distribution theory; sampling properties ofspectral estimates; and linear prediction. Key Features * Hilbert spaces * univariate models for spectral analysis * multivariate spectral models * sampling, aliasing, and discrete-time models * real-time filtering * digital filters * linear filters * distribution theory * sampling properties of spectral estimates * linear prediction

Product Identifiers

Publisher
Elsevier Science & Technology Books
ISBN-10
0124192505
ISBN-13
9780124192508
eBay Product ID (ePID)
1965984

Product Key Features

Author
Lambert H. Koopmans
Publication Name
Spectral Analysis of Time Series
Format
Hardcover
Language
English
Publication Year
1974
Type
Textbook
Number of Pages
Xiv, 366 Pages

Additional Product Features

Lc Classification Number
Qa280
Copyright Date
1974
Topic
Functional Analysis, Probability & Statistics / Time Series
Lccn
73-007441
Dewey Decimal
515.7222
Dewey Edition
20
Illustrated
Yes
Genre
Mathematics

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item 1 The Spectral Analysis of Time Series Hardcover Lambert H. Koopman
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item 2 THE SPECTRAL ANALYSIS OF TIME SERIES (PROBABILITY AND By Lambert Herman Koopmans
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The Spectral Analysis of Time Series by Lambert H. Koopmans (1974, Hardcover)

About this product

Product Information

Product Identifiers

Product Key Features

Additional Product Features

All listings for this product

item 1 The Spectral Analysis of Time Series Hardcover Lambert H. Koopman

item 2 THE SPECTRAL ANALYSIS OF TIME SERIES (PROBABILITY AND By Lambert Herman Koopmans

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