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The Spectral Analysis of Time Series
Language: en
Pages: 383
Authors: L. H. Koopmans
Categories: Mathematics
Type: BOOK - Published: 2014-05-12 - Publisher: Academic Press

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The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical proces
Spectral Analysis for Univariate Time Series
Language: en
Pages: 718
Authors: Donald B. Percival
Categories: Mathematics
Type: BOOK - Published: 2020-03-19 - Publisher: Cambridge University Press

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Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provi
Singular Spectrum Analysis for Time Series
Language: en
Pages: 156
Authors: Nina Golyandina
Categories: Mathematics
Type: BOOK - Published: 2020-11-23 - Publisher: Springer Nature

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This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Language: en
Pages: 346
Authors: K. Dzhaparidze
Categories: Mathematics
Type: BOOK - Published: 1986 - Publisher: Springer Science & Business Media

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. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonpara
Spectral Analysis of Time-series Data
Language: en
Pages: 244
Authors: Rebecca M. Warner
Categories: Social Science
Type: BOOK - Published: 1998-05-22 - Publisher: Guilford Press

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This book provides a thorough introduction to methods for detecting and describing cyclic patterns in time-series data. It is written both for researchers and s