Fourier Analysis of Time Series
An Introduction

Peter Bloomfield (Author)

9780471889489, Wiley

Hardback, published 15 February 2000

288 pages
24 x 16.2 x 2 cm, 0.515 kg

"These two new books are both new editions of time series classics that will be welcomed by practitioners." (Technometrics, Vol. 42, No. 4, May 2001)
"The first edition stood out as a model...this new edition holds up very successfully while incorporating a quarter century of change" (Short Book Reviews, December 2000)
"this is a very accessible book" (The Statistician, Vol.50, No.4, 2001)

Der Autor kombiniert hier Theorie und Anwendungen der Fourier-Analyse. Behandelt werden die Themenkomplexe harmonische Regression, harmonische Analyse, komplexe Demodulation und Spektrenanalyse. Die Kapitel enden in der Regel mit Übungsaufgaben - so kann sich der Leser leicht in den Stoff einarbeiten. Alle diskutierten Funktionen werden in Anhängen übersichtlich beschrieben. (05/00)

Fitting Sinusoids.

The Search for Periodicity.

Harmonic Analysis.

The Fast Fourier Transform.

Examples of Harmonic Analysis.

Complex Demodulation.

The Spectrum.

Some Stationary Time Series Theory.

Analysis of Multiple Series.

Further Topics.

References.

Indexes.

Subject Areas: Mathematics [PB]