Fourier Analysis of Time Series
eBook - PDF

Fourier Analysis of Time Series

An Introduction

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Fourier Analysis of Time Series

An Introduction

About this book

A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition:
* Devotes an entire chapter to complex demodulation
* Treats harmonic regression in two separate chapters
* Features a more succinct discussion of the fast Fourier transform
* Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility
* Includes Web addresses for all time series data used in the examples An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.

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Yes, you can access Fourier Analysis of Time Series by Peter Bloomfield in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Contents
  2. 1 Introduction
  3. 2 Fitting Sinusoids
  4. 3 The Search for Periodicity
  5. 4 Harmonic Analysis
  6. 5 The Fast Fourier Transform
  7. 6 Examples of Harmonic Analysis
  8. 7 Complex Demodulation
  9. 8 The Spectrum
  10. 9 Some Stationary Time Series Theory
  11. 10 Analysis of Multiple Series
  12. 11 Further Topics
  13. References
  14. Author Index
  15. Subject Index