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Applied Time Series Analysis II
Proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, March 3-5, 1980
- 1st Edition - November 28, 1981
- Editor: David F. Findley
- Language: English
- eBook ISBN:9 7 8 - 1 - 4 8 3 2 - 6 3 9 0 - 8
Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for… Read more
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Request a sales quoteApplied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for discussing significant advances in time series analysis and signal processing. Effective alternatives to the familiar least-square and maximum likelihood procedures are described, along with maximum likelihood procedures for modeling irregularly sampled series and for classifying non-stationary series. Comprised of 22 chapters, this volume begins with an introduction to the multidimensional filtering theory and presents specific case histories related to the multidimensional recursive filter stability problem; the least squares inverse problem; realization of filters; and spectral estimation. The unique properties of the three-dimensional wave equation are also considered. Subsequent chapters focus on high-resolution spectral estimators; time series analysis of geophysical inverse scattering problems; minimum entropy deconvolution; and fitting of a continuous time autoregression to discrete data. This monograph will appeal to students and practitioners in the fields of mathematics and statistics, electrical and electronics engineering, and information and computer sciences.
Contributors
Preface
Introduction to the Papers
The Step from One to Higher Dimensional Signal Processing - Case Histories
High Resolution 2-Dimensional Power Spectral Estimation
Time Series Analysis of Geophysical Inverse Scattering Problems
On the Use of the Fourier Transforms to Image Seismic Reflection Data
Estimating the Earth's Impedence Function When There Is Noise in the Electric and Magnetic Signals
Nearest Neighbor Rule Classification of Stationary and Nonstationary Time Series
Time Domain Considerations in Optimal Estimation for Bandlimited Signals
Lattice Methods in Spectral Estimation
Geometrical and Lattice Versions of Levinson's General Algorithm
Order Selection for Lowpass IIR Filters
Application of S-Arrays to Seasonal Data
Time Series Model Identification and Prediction Variance Horizon
Recursive Estimation and Adaptive Forecasting in ARIMA Models with Time Varying Coefficients
A Time Series Case Study from Biology: Some Interplay Between Theory and Practice
On TIMSAC-78
Phase-Sensitive Deconvolution to Model Random Processes, with Special Reference to Astronomical Data
On Minimum Entropy Deconvolution
Estimation for Stationary Time Series When Data Are Irregularly Spaced or Missing
Fitting a Continous Time Autoregression to Discrete Data
Robust Methods for Time Series
Robust Forecasting
Index
- No. of pages: 810
- Language: English
- Edition: 1
- Published: November 28, 1981
- Imprint: Academic Press
- eBook ISBN: 9781483263908
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