A Handbook of Time Series Analysis, Signal Processing, and Dynamics

A Handbook of Time Series Analysis, Signal Processing, and Dynamics

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Description

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
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Product details

  • Mixed media product | 848 pages
  • 172.7 x 249.9 x 36.8mm | 1,537.72g
  • Academic Press Inc
  • San Diego, United States
  • English
  • b&w illustrations
  • 0125609906
  • 9780125609906

Table of contents

Introduction. Polynomial Methods. Least-Square Methods. Fourier Methods. Time-Series Models. Time-Series Estimation. Statistical Appendix: On Disk.
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