About this product

Product Identifiers

PublisherSociety for Industrial AND Applied Mathematics

ISBN-100898715016

ISBN-139780898715019

eBay Product ID (ePID)1889600

Product Key Features

Number of Pages560 Pages

LanguageEnglish

Publication NameTime Series : Data Analysis and Theory

SubjectProbability & Statistics / General, Transformations, Probability & Statistics / Time Series

Publication Year2001

TypeTextbook

Subject AreaMathematics

AuthorDavid R. Brillinger

SeriesClassics in Applied Mathematics Ser.

FormatTrade Paperback

Dimensions

Item Height1.1 in

Item Weight25.5 Oz

Item Length9 in

Item Width6 in

Additional Product Features

Intended AudienceScholarly & Professional

LCCN2001-034170

Dewey Edition20

Reviews‘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, '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, '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

Series Volume NumberVol. 36

IllustratedYes

Dewey Decimal519.5/5

Table Of ContentPreface to the Classics Edition Preface to the Expanded Edition Preface to the First Edition Chapter 1: The Nature of Time Series and Their Frequency Analysis Chapter 2: Foundations Chapter 3: Analytic Properties of Fourier Transforms and Complex Matrices Chapter 4: Stochastic Properties of Finite Fourier Transforms Chapter 5: The Estimation of Power Spectra Chapter 6: Analysis of a Linear Time Invariant Relation Between a Stochastic Series and Several Deterministic Series Chapter 7: Estimating the Second-Order Spectra of Vector-Valued Series Chapter 8: Analysis of a Linear Time Invariant Relation Between Two Vector-Valued Stochastic Series Chapter 9: Principal Components in the Frequency Domain Chapter 10: The Canonical Analysis of Time Series Proofs of Theorems References Notation Index Author Index Subject Index Addendum: Fourier Analysis of Stationary Processes.

SynopsisIntended 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., 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.

LC Classification NumberQA280.B74 2001