A Handbook of Time-Series Analysis,Signal Processing and Dynamics: 0.jpg

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


Hardcover: 848 pages
Publisher: Academic Press; Har/Cdr edition (November 3, 1999)
Language: English
ISBN-10: 0125609906
ISBN-13: 978-0125609906

Contents
1 The Methods of Time-Series Analysis
2 Elements of Polynomial Algebra
3 Rational Functions and Complex Analysis
4 Polynomial Computations
5 Difference Equations and Differential Equations
6 Vector Difference Equations and State-Space Models
7 Matrix Computations
8 Classical Regression Analysis
9 Recursive Least-Squares Estimation
10 Estimation of Polynomial Trends
11 Smoothing with Cubic Splines
12 Unconstrained Optimisation
13 Fourier Series and Fourier Integrals
14 The Discrete Fourier Transform
15 The Fast Fourier Transform
16 Linear Filters
17 Autoregressive and Moving-Average Processes
18 Time-Series Analysis in the Frequency Domain
19 Prediction and Signal Extraction
20 Estimation of the Mean and the Autocovariances
21 Least-Squares Methods of ARMA Estimation
22 Maximum-Likelihood Methods of ARMA Estimation
23 Nonparametric Estimation of the Spectral Density Function
24 Statistical Distributions
25 The Theory of Estimation

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.
Book Info
Presents methods designed for the purpose of analyzing series of statistical observations, taken at regular intervals of time. Provides the firm mathematical framework needed to bear the weight of the practical applications.

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

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