A Handbook of Time Series Analysis, Signal Processing, and Dynamics
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.
- Mixed media product | 848 pages
- 172.7 x 249.9 x 36.8mm | 1,537.72g
- 26 Oct 1999
- Elsevier Science Publishing Co Inc
- Academic Press Inc
- San Diego, United States
- b&w illustrations
Table of contents
Introduction. Polynomial Methods. Least-Square Methods. Fourier Methods. Time-Series Models. Time-Series Estimation. Statistical Appendix: On Disk.