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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

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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
The Spectral Analysis of Time Series
Language: en
Pages: 385
Authors: Lambert H. Koopmans
Categories: Mathematics
Type: BOOK - Published: 1995-05-18 - Publisher: Elsevier

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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 unders
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

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

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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

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Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provi