Foundations of Time Series Analysis and Prediction Theory

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471394341
Total Pages : 446 pages
Book Rating : 4.3/5 (943 download)

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Book Synopsis Foundations of Time Series Analysis and Prediction Theory by : Mohsen Pourahmadi

Download or read book Foundations of Time Series Analysis and Prediction Theory written by Mohsen Pourahmadi and published by John Wiley & Sons. This book was released on 2001-06-01 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foundations of time series for researchers and students This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication. End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayesianforecasting add useful reference material. Further coveragefeatures: * Similarities between time series analysis and longitudinal dataanalysis * Parsimonious modeling of covariance matrices through ARMA-likemodels * Fundamental roles of the Wold decomposition andorthogonalization * Applications in digital signal processing and Kalmanfiltering * Review of functional and harmonic analysis and predictiontheory Foundations of Time Series Analysis and Prediction Theory guidesreaders from the very applied principles of time series analysisthrough the most theoretical underpinnings of prediction theory. Itprovides a firm foundation for a widely applicable subject forstudents, researchers, and professionals in diverse scientificfields.

Harmonic Analysis and Applications

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Publisher : CRC Press
ISBN 13 : 9780849378799
Total Pages : 370 pages
Book Rating : 4.3/5 (787 download)

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Book Synopsis Harmonic Analysis and Applications by : John J. Benedetto

Download or read book Harmonic Analysis and Applications written by John J. Benedetto and published by CRC Press. This book was released on 1996-07-29 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Harmonic analysis plays an essential role in understanding a host of engineering, mathematical, and scientific ideas. In Harmonic Analysis and Applications, the analysis and synthesis of functions in terms of harmonics is presented in such a way as to demonstrate the vitality, power, elegance, usefulness, and the intricacy and simplicity of the subject. This book is about classical harmonic analysis - a textbook suitable for students, and an essay and general reference suitable for mathematicians, physicists, and others who use harmonic analysis. Throughout the book, material is provided for an upper level undergraduate course in harmonic analysis and some of its applications. In addition, the advanced material in Harmonic Analysis and Applications is well-suited for graduate courses. The course is outlined in Prologue I. This course material is excellent, not only for students, but also for scientists, mathematicians, and engineers as a general reference. Chapter 1 covers the Fourier analysis of integrable and square integrable (finite energy) functions on R. Chapter 2 of the text covers distribution theory, emphasizing the theory's useful vantage point for dealing with problems and general concepts from engineering, physics, and mathematics. Chapter 3 deals with Fourier series, including the Fourier analysis of finite and infinite sequences, as well as functions defined on finite intervals. The mathematical presentation, insightful perspectives, and numerous well-chosen examples and exercises in Harmonic Analysis and Applications make this book well worth having in your collection.

Manual of Harmonic Analysis and Prediction of Tides

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Publisher :
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.3/5 (121 download)

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Book Synopsis Manual of Harmonic Analysis and Prediction of Tides by : Paul Schureman

Download or read book Manual of Harmonic Analysis and Prediction of Tides written by Paul Schureman and published by . This book was released on 1958 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Excursions in Harmonic Analysis, Volume 1

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Publisher : Springer Science & Business Media
ISBN 13 : 0817683763
Total Pages : 489 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Excursions in Harmonic Analysis, Volume 1 by : Travis D Andrews

Download or read book Excursions in Harmonic Analysis, Volume 1 written by Travis D Andrews and published by Springer Science & Business Media. This book was released on 2013-01-04 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Norbert Wiener Center for Harmonic Analysis and Applications provides a state-of-the-art research venue for the broad emerging area of mathematical engineering in the context of harmonic analysis. This two-volume set consists of contributions from speakers at the February Fourier Talks (FFT) from 2006-2011. The FFT are organized by the Norbert Wiener Center in the Department of Mathematics at the University of Maryland, College Park. These volumes span a large spectrum of harmonic analysis and its applications. They are divided into the following parts: Volume I · Sampling Theory · Remote Sensing · Mathematics of Data Processing · Applications of Data Processing Volume II · Measure Theory · Filtering · Operator Theory · Biomathematics Each part provides state-of-the-art results, with contributions from an impressive array of mathematicians, engineers, and scientists in academia, industry, and government. Excursions in Harmonic Analysis: The February Fourier Talks at the Norbert Wiener Center is an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics.

Excursions in Harmonic Analysis, Volume 5

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Publisher : Birkhäuser
ISBN 13 : 3319547119
Total Pages : 346 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Excursions in Harmonic Analysis, Volume 5 by : Radu Balan

Download or read book Excursions in Harmonic Analysis, Volume 5 written by Radu Balan and published by Birkhäuser. This book was released on 2017-06-20 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of contributions spanning a wide spectrum of harmonic analysis and its applications written by speakers at the February Fourier Talks from 2002 – 2016. Containing cutting-edge results by an impressive array of mathematicians, engineers, and scientists in academia, industry and government, it will be an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, physics, and engineering. Topics covered include: Theoretical harmonic analysis Image and signal processing Quantization Algorithms and representations The February Fourier Talks are held annually at the Norbert Wiener Center for Harmonic Analysis and Applications. Located at the University of Maryland, College Park, the Norbert Wiener Center provides a state-of- the-art research venue for the broad emerging area of mathematical engineering.

Multidimensional Stationary Time Series

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Publisher : CRC Press
ISBN 13 : 1000392392
Total Pages : 318 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Multidimensional Stationary Time Series by : Marianna Bolla

Download or read book Multidimensional Stationary Time Series written by Marianna Bolla and published by CRC Press. This book was released on 2021-04-29 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered material requires a certain mathematical maturity, a degree of knowledge in probability theory, linear algebra, and also in real, complex and functional analysis. For this, the cited literature and the Appendix contain all necessary material. The main tools of the book include harmonic analysis, some abstract algebra, and state space methods: linear time-invariant filters, factorization of rational spectral densities, and methods that reduce the rank of the spectral density matrix. Serves to find analogies between classical results (Cramer, Wold, Kolmogorov, Wiener, Kálmán, Rozanov) and up-to-date methods for dimension reduction in multidimensional time series Provides a unified treatment for time and frequency domain inferences by using machinery of complex and harmonic analysis, spectral and Smith--McMillan decompositions. Establishes analogies between the time and frequency domain notions and calculations Discusses the Wold's decomposition and the Kolmogorov's classification together, by distinguishing between different types of singularities. Understanding the remote past helps us to characterize the ideal situation where there is a regular part at present. Examples and constructions are also given Establishes a common outline structure for the state space models, prediction, and innovation algorithms with unified notions and principles, which is applicable to real-life high frequency time series It is an ideal companion for graduate students studying the theory of multivariate time series and researchers working in this field.

Harmonic Analysis and Partial Differential Equations

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Publisher : Springer Nature
ISBN 13 : 3031663756
Total Pages : 273 pages
Book Rating : 4.0/5 (316 download)

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Book Synopsis Harmonic Analysis and Partial Differential Equations by : Justin Feuto

Download or read book Harmonic Analysis and Partial Differential Equations written by Justin Feuto and published by Springer Nature. This book was released on with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Excursions in Harmonic Analysis, Volume 6

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Publisher : Springer Nature
ISBN 13 : 3030696375
Total Pages : 444 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis Excursions in Harmonic Analysis, Volume 6 by : Matthew Hirn

Download or read book Excursions in Harmonic Analysis, Volume 6 written by Matthew Hirn and published by Springer Nature. This book was released on 2021-09-01 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: John J. Benedetto has had a profound influence not only on the direction of harmonic analysis and its applications, but also on the entire community of people involved in the field. The chapters in this volume – compiled on the occasion of his 80th birthday – are written by leading researchers in the field and pay tribute to John’s many significant and lasting achievements. Covering a wide range of topics in harmonic analysis and related areas, these chapters are organized into four main parts: harmonic analysis, wavelets and frames, sampling and signal processing, and compressed sensing and optimization. An introductory chapter also provides a brief overview of John’s life and mathematical career. This volume will be an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics.

New Trends in Applied Harmonic Analysis, Volume 2

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Publisher : Springer Nature
ISBN 13 : 3030323536
Total Pages : 335 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis New Trends in Applied Harmonic Analysis, Volume 2 by : Akram Aldroubi

Download or read book New Trends in Applied Harmonic Analysis, Volume 2 written by Akram Aldroubi and published by Springer Nature. This book was released on 2019-11-26 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: This contributed volume collects papers based on courses and talks given at the 2017 CIMPA school Harmonic Analysis, Geometric Measure Theory and Applications, which took place at the University of Buenos Aires in August 2017. These articles highlight recent breakthroughs in both harmonic analysis and geometric measure theory, particularly focusing on their impact on image and signal processing. The wide range of expertise present in these articles will help readers contextualize how these breakthroughs have been instrumental in resolving deep theoretical problems. Some topics covered include: Gabor frames Falconer distance problem Hausdorff dimension Sparse inequalities Fractional Brownian motion Fourier analysis in geometric measure theory This volume is ideal for applied and pure mathematicians interested in the areas of image and signal processing. Electrical engineers and statisticians studying these fields will also find this to be a valuable resource.

Excursions in Harmonic Analysis, Volume 2

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Publisher : Springer Science & Business Media
ISBN 13 : 0817683798
Total Pages : 461 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Excursions in Harmonic Analysis, Volume 2 by : Travis D Andrews

Download or read book Excursions in Harmonic Analysis, Volume 2 written by Travis D Andrews and published by Springer Science & Business Media. This book was released on 2013-01-04 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Norbert Wiener Center for Harmonic Analysis and Applications provides a state-of-the-art research venue for the broad emerging area of mathematical engineering in the context of harmonic analysis. This two-volume set consists of contributions from speakers at the February Fourier Talks (FFT) from 2006-2011. The FFT are organized by the Norbert Wiener Center in the Department of Mathematics at the University of Maryland, College Park. These volumes span a large spectrum of harmonic analysis and its applications. They are divided into the following parts: Volume I · Sampling Theory · Remote Sensing · Mathematics of Data Processing · Applications of Data Processing Volume II · Measure Theory · Filtering · Operator Theory · Biomathematics Each part provides state-of-the-art results, with contributions from an impressive array of mathematicians, engineers, and scientists in academia, industry, and government. Excursions in Harmonic Analysis: The February Fourier Talks at the Norbert Wiener Center is an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics.

Recent Developments in Real and Harmonic Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 0817645888
Total Pages : 215 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Recent Developments in Real and Harmonic Analysis by : Carlos Cabrelli

Download or read book Recent Developments in Real and Harmonic Analysis written by Carlos Cabrelli and published by Springer Science & Business Media. This book was released on 2010-03-10 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of invited chapters dedicated to Carlos Segovia, this unified and self-contained volume examines recent developments in real and harmonic analysis. The work begins with a chronological description of Segovia’s mathematical life, highlighting his original ideas and their evolution. Also included are surveys dealing with Carlos’ favorite topics, and PDE works written by students and colleagues close to Segovia whose careers were in some way influenced by him. Contributors: H. Aimar, A. Bonami, O. Blasco, L.A. Caffarelli, S. Chanillo, J. Feuto, L. Forzani, C.E. Gutíerrez, E. Harboure, A.L. Karakhanyan, C.E. Kenig, R.A. Macías, J.J. Manfredi, F.J. Martín-Reyes, P. Ortega, R. Scotto, A. de la Torre, J.L. Torrea.

Excursions in Harmonic Analysis, Volume 3

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Publisher : Birkhäuser
ISBN 13 : 331913230X
Total Pages : 344 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Excursions in Harmonic Analysis, Volume 3 by : Radu Balan

Download or read book Excursions in Harmonic Analysis, Volume 3 written by Radu Balan and published by Birkhäuser. This book was released on 2015-06-02 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of contributions spanning a wide spectrum of harmonic analysis and its applications written by speakers at the February Fourier Talks from 2002 – 2013. Containing cutting-edge results by an impressive array of mathematicians, engineers, and scientists in academia, industry, and government, it will be an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, physics, and engineering. Topics covered include · spectral analysis and correlation; · radar and communications: design, theory, and applications; · sparsity · special topics in harmonic analysis. The February Fourier Talks are held annually at the Norbert Wiener Center for Harmonic Analysis and Applications. Located at the University of Maryland, College Park, the Norbert Wiener Center provides a state-of- the-art research venue for the broad emerging area of mathematical engineering.

Recent Applications of Harmonic Analysis to Function Spaces, Differential Equations, and Data Science

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Publisher : Birkhäuser
ISBN 13 : 3319555561
Total Pages : 512 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Recent Applications of Harmonic Analysis to Function Spaces, Differential Equations, and Data Science by : Isaac Pesenson

Download or read book Recent Applications of Harmonic Analysis to Function Spaces, Differential Equations, and Data Science written by Isaac Pesenson and published by Birkhäuser. This book was released on 2017-08-09 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second of a two volume set on novel methods in harmonic analysis, this book draws on a number of original research and survey papers from well-known specialists detailing the latest innovations and recently discovered links between various fields. Along with many deep theoretical results, these volumes contain numerous applications to problems in signal processing, medical imaging, geodesy, statistics, and data science. The chapters within cover an impressive range of ideas from both traditional and modern harmonic analysis, such as: the Fourier transform, Shannon sampling, frames, wavelets, functions on Euclidean spaces, analysis on function spaces of Riemannian and sub-Riemannian manifolds, Fourier analysis on manifolds and Lie groups, analysis on combinatorial graphs, sheaves, co-sheaves, and persistent homologies on topological spaces. Volume II is organized around the theme of recent applications of harmonic analysis to function spaces, differential equations, and data science, covering topics such as: The classical Fourier transform, the non-linear Fourier transform (FBI transform), cardinal sampling series and translation invariant linear systems. Recent results concerning harmonic analysis on non-Euclidean spaces such as graphs and partially ordered sets. Applications of harmonic analysis to data science and statistics Boundary-value problems for PDE's including the Runge–Walsh theorem for the oblique derivative problem of physical geodesy.

Manual of Harmonic Analysis and Prediction of Tides

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Publisher :
ISBN 13 :
Total Pages : 338 pages
Book Rating : 4.0/5 (859 download)

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Book Synopsis Manual of Harmonic Analysis and Prediction of Tides by : U.S. Coast and Geodetic Survey

Download or read book Manual of Harmonic Analysis and Prediction of Tides written by U.S. Coast and Geodetic Survey and published by . This book was released on 1941 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Excursions in Harmonic Analysis, Volume 4

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Publisher : Birkhäuser
ISBN 13 : 3319201883
Total Pages : 440 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Excursions in Harmonic Analysis, Volume 4 by : Radu Balan

Download or read book Excursions in Harmonic Analysis, Volume 4 written by Radu Balan and published by Birkhäuser. This book was released on 2015-10-20 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of contributions spanning a wide spectrum of harmonic analysis and its applications written by speakers at the February Fourier Talks from 2002 – 2013. Containing cutting-edge results by an impressive array of mathematicians, engineers and scientists in academia, industry and government, it will be an excellent reference for graduate students, researchers and professionals in pure and applied mathematics, physics and engineering. Topics covered include: Special Topics in Harmonic Analysis Applications and Algorithms in the Physical Sciences Gabor Theory RADAR and Communications: Design, Theory, and Applications The February Fourier Talks are held annually at the Norbert Wiener Center for Harmonic Analysis and Applications. Located at the University of Maryland, College Park, the Norbert Wiener Center provides a state-of- the-art research venue for the broad emerging area of mathematical engineering.

Four Short Courses on Harmonic Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 0817648909
Total Pages : 265 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Four Short Courses on Harmonic Analysis by : Brigitte Forster

Download or read book Four Short Courses on Harmonic Analysis written by Brigitte Forster and published by Springer Science & Business Media. This book was released on 2010 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by internationally renowned mathematicians, this state-of-the-art textbook examines four research directions in harmonic analysis and features some of the latest applications in the field. The work is the first one that combines spline theory, wavelets, frames, and time-frequency methods leading up to a construction of wavelets on manifolds other than Rn. Four Short Courses on Harmonic Analysis is intended as a graduate-level textbook for courses or seminars on harmonic analysis and its applications. The work is also an excellent reference or self-study guide for researchers and practitioners with diverse mathematical backgrounds working in different fields such as pure and applied mathematics, image and signal processing engineering, mathematical physics, and communication theory.

Geometric Quantization in Action

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Publisher : Springer Science & Business Media
ISBN 13 : 9789027714268
Total Pages : 362 pages
Book Rating : 4.7/5 (142 download)

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Book Synopsis Geometric Quantization in Action by : N.E. Hurt

Download or read book Geometric Quantization in Action written by N.E. Hurt and published by Springer Science & Business Media. This book was released on 1982-12-31 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approach your problems from the right It isn't that they can't see the solution. It end and begin with the answers. Then, is that they can't see the problem. one day, perhaps you will fmd the final question. G. K. Chesterton, The Scandal of Father Brown 'The Point of a Pin'. 'The Hermit Clad in Crane Feathers' in R. Van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geo metry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical progmmming profit from homotopy theory; Lie algebras are relevant to fIltering; and prediction and electrical engineering can use Stein spaces.