Applied Time Series Analysis

Applied Time Series Analysis

Proceedings of the First Applied Time Series Symposium Held in Tulsa, Oklahoma, May 14-15, 1976

1st Edition - January 1, 1978

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  • Editor: David F. Findley
  • eBook ISBN: 9781483263946

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Description

Applied Time Series Analysis contains the proceedings of the First Applied Time Series Symposium held in Tulsa, Oklahoma, on May 14-15, 1976. The symposium provided a forum for reviewing various applications of time series analysis and covered topics ranging from nonlinear time series modeling and G-spectral estimation to multivariate autoregression estimation using residuals. Adaptive processing of seismic data and the application of homomorphic filtering to seismic data processing are also discussed. Comprised of 10 chapters, this book begins by describing the application of parametric models to the analysis and control of time series using some numerical examples. The reader is then introduced to nonlinear time series modeling; two-dimensional recursive filtering in theory and practice; and spectral estimators. Waves propagating in random media as statistical time series are also considered. The book concludes with a chapter that illustrates how the intensity of a Poisson process is estimated, with emphasis on a time series approach to the fixed signal case, invariant testing, and spline estimation. This monograph will be a useful resource for students and practitioners in the fields of mathematics and statistics, electrical engineering, and computer science.

Table of Contents


  • List of Contributors

    Preface

    Time Series Analysis and Control through Parametric Models

    Non-Linear Time Series Modeling

    On G-Spectral Estimation

    Multivariate Autoregression Estimation Using Residuals

    Two-Dimensional Recursive Filtering in Theory and Practice

    Adaptive Processing of Seismic Data

    A Comparative Case Study of Several Spectral Estimators

    Application of Homomorphic Filtering to Seismic Data Processing

    Waves Propagating in Random Media as Statistical Time Series

    Estimating the Intensity of a Poisson Process

Product details

  • No. of pages: 356
  • Language: English
  • Copyright: © Academic Press 1978
  • Published: January 1, 1978
  • Imprint: Academic Press
  • eBook ISBN: 9781483263946

About the Editor

David F. Findley

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