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Spectral Analysis Estimation And Prediction Of Multiple Harmonizable Random Fields And Time Series
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Book Synopsis Spectral Analysis, Estimation, and Prediction of Multiple Harmonizable Random Fields and Time Series by :
Download or read book Spectral Analysis, Estimation, and Prediction of Multiple Harmonizable Random Fields and Time Series written by and published by . This book was released on 1994 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Spectral Analysis, Estimation, and Prediction of Multiple Harmonizable Time Series by :
Download or read book Spectral Analysis, Estimation, and Prediction of Multiple Harmonizable Time Series written by and published by . This book was released on 1990 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problems of moving average representations of weakly harmonizable processes, extending the corresponding results on stationary processes, is of interest both-theoretically and for applications. Completing some earlier work on the computational problems of conditional probabilities, some unresolved questions are highlighted with illustrations in another paper.
Book Synopsis The Spectral Analysis of Time Series by : Lambert H. Koopmans
Download or read book The Spectral Analysis of Time Series written by Lambert H. Koopmans and published by Elsevier. This book was released on 1995-05-18 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. 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
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Spectral Analysis of Time Series by : I. G. Žurbenko
Download or read book The Spectral Analysis of Time Series written by I. G. Žurbenko and published by North Holland. This book was released on 1986 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examined in this volume are the asymptotic properties of spectral estimates of stationary processes and random fields. A new class of lag window estimates indifferent to remote frequencies is introduced and pseudorandom sequences are investigated from the point of view of their nearness to the sequence of white noise. Principles and algorithms are given for constructing an ideal sequence. A good achievement is the new estimates of higher spectral density asymptotically unbiased and consistent for all admissible values of the argument. A new type of the random number generator which is sufficiently close to white noise is introduced.
Book Synopsis Digital Spectral Analysis by : S. Lawrence Marple, Jr.
Download or read book Digital Spectral Analysis written by S. Lawrence Marple, Jr. and published by Courier Dover Publications. This book was released on 2019-03-20 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed to offer a broad perspective on spectral estimations techniques and their implementation, this text provides theoretical background and review material in linear systems, Fourier transforms, matrix algebra, random processes, and statistics. 1987 edition.
Book Synopsis Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series by : K. Dzhaparidze
Download or read book Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series written by K. Dzhaparidze and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: . . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonparametric statistical problem of estimating the function tJ( T) and especially that of leA) (see, for example, the books [4,21,22,26,56,77,137,139,140,]). However, the empirical value t;; of the spectral density I obtained by applying a certain statistical procedure to the observed values of the variables Xl' . . . , X , usually depends in n a complicated manner on the cyclic frequency). . This fact often presents difficulties in applying the obtained estimate t;; of the function I to the solution of specific problems rela ted to the process X . Theref ore, in practice, the t obtained values of the estimator t;; (or an estimator of the covariance function tJ~( T» are almost always "smoothed," i. e. , are approximated by values of a certain sufficiently simple function 1 = 1
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 and published by Cambridge University Press. This book was released on 2020-03-19 with total page 718 pages. 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.
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 and published by . This book was released on 1974 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Spectral Analysis of Time Series ...
Book Synopsis Periodically Correlated Random Sequences by : Harry L. Hurd
Download or read book Periodically Correlated Random Sequences written by Harry L. Hurd and published by John Wiley & Sons. This book was released on 2007-11-09 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uniquely combining theory, application, and computing, this book explores the spectral approach to time series analysis The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. Periodically Correlated Random Sequences presents the main ideas of these processes through the use of basic definitions along with motivating, insightful, and illustrative examples. Extensive coverage of key concepts is provided, including second-order theory, Hilbert spaces, Fourier theory, and the spectral theory of harmonizable sequences. The authors also provide a paradigm for nonparametric time series analysis including tests for the presence of PC structures. Features of the book include: An emphasis on the link between the spectral theory of unitary operators and the correlation structure of PC sequences A discussion of the issues relating to nonparametric time series analysis for PC sequences, including estimation of the mean, correlation, and spectrum A balanced blend of historical background with modern application-specific references to periodically correlated processes An accompanying Web site that features additional exercises as well as data sets and programs written in MATLAB® for performing time series analysis on data that may have a PC structure Periodically Correlated Random Sequences is an ideal text on time series analysis for graduate-level statistics and engineering students who have previous experience in second-order stochastic processes (Hilbert space), vector spaces, random processes, and probability. This book also serves as a valuable reference for research statisticians and practitioners in areas of probability and statistics such as time series analysis, stochastic processes, and prediction theory.
Book Synopsis Stationary Sequences and Random Fields by : Murray Rosenblatt
Download or read book Stationary Sequences and Random Fields written by Murray Rosenblatt and published by . This book was released on 1985-01-01 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Time Series with Mixed Spectra by : Ta-Hsin Li
Download or read book Time Series with Mixed Spectra written by Ta-Hsin Li and published by CRC Press. This book was released on 2016-04-19 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the stati
Book Synopsis Spectral Analysis and Time Series, Two-Volume Set by : M. B. Priestley
Download or read book Spectral Analysis and Time Series, Two-Volume Set written by M. B. Priestley and published by Academic Press. This book was released on 1982 with total page 972 pages. Available in PDF, EPUB and Kindle. Book excerpt: Enth.: Univariate series ; Multivariate series, prediction and control.
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 and published by Guilford Press. This book was released on 1998-05-22 with total page 244 pages. 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.
Book Synopsis Digital Spectral Analysis by : Francis Castanié
Download or read book Digital Spectral Analysis written by Francis Castanié and published by John Wiley & Sons. This book was released on 2013-02-04 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on advanced topics that are usually presented in scattered sources throughout the literature. The theoretical principles necessary for the understanding of spectral analysis are discussed in the first four chapters: fundamentals, digital signal processing, estimation in spectral analysis, and time-series models. An entire chapter is devoted to the non-parametric methods most widely used in industry. High resolution methods are detailed in a further four chapters: spectral analysis by stationary time series modeling, minimum variance, and subspace-based estimators. Finally, advanced concepts are the core of the last four chapters: spectral analysis of non-stationary random signals, space time adaptive processing: irregularly sampled data processing, particle filtering and tracking of varying sinusoids. Suitable for students, engineers working in industry, and academics at any level, this book provides a rare complete overview of the spectral analysis domain.
Book Synopsis Spectral analysis methods for noisy sampled-data systems by : Steve F. Russell
Download or read book Spectral analysis methods for noisy sampled-data systems written by Steve F. Russell and published by Steve F. Russell. This book was released on 1978-08-15 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation covers both the theory and practice of estimating the spectrum of signals in noise using digital data. The theory of describing some of the signal processing concepts for digital data are given and various spectral estimation methods are given. The theory of MEM is described in detail using approaches from estimation theory, communication theory, and statistics. The work was intended to give researchers the theory and practice of practical means of spectral estimation using communications or scientific data. The Maximum Entropy Method by John Parker Burg is explained from what was known in 1974-75. KEY WORDS: Calculus-of-Variations, Data Systems, Noise , Spectrum Analysis, Time Series Analysis, Autocorrelation, Computer Programs, Data Windowing, Ergodic Process, Maximum Entropy Method (MEM, Fourier Transformation, Optimum Order of Estimation, Sampling, Spectral Resolution, Statistical Significance Test, Systems Analysis, Wiener-Khinchine Theorem. From The Smithsonian/NASA Astrophysics Data System -- The practical aspects of spectral analysis are contrasted with the mathematical theory. Treatment is limited to ergodic processes and emphasizes data window and noise effects. The Discrete Fourier Transform (DFT) and Maximum Entropy Method (MEM) are covered extensively both in theory and application with FORTRAN programs and many examples being provided. Several of the chapters are tutorial and discuss the important topics of sampling theory and system analysis. Topics on MEM include a complete calculus-of-variations solution, relationship between MEM and the Wiener-Khinchine relations, spectral resolution, and choosing the optimum order of the estimation. DFT leakage effects are modeled. A statistical significance test was developed to determine the realness of a spectral component. Keywords: Data Systems, Noise (Sound), Spectrum Analysis, Time Series Analysis, Autocorrelation, Computer Programs, Ergodic Process, Fourier Transformation, Sampling, Systems Analysis [less]
Author :C. K. Yuen Publisher :International Specialized Book Service Incorporated ISBN 13 :9780643024199 Total Pages :156 pages Book Rating :4.0/5 (241 download)
Book Synopsis Digital Spectral Analysis by : C. K. Yuen
Download or read book Digital Spectral Analysis written by C. K. Yuen and published by International Specialized Book Service Incorporated. This book was released on 1979 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fourier transform; Fast fourier transform; Random processes; The power spectrum; Estimation; Windowing; Spectrum estimation; Spectrum interpretation; Digital filtering; Generalized spectral analysis.
