Introduction. Polynomial Methods. Least-Square Methods. Fourier Methods. Time-Series Models. Time-Series Estimation. Statistical Appendix: On Disk.
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
Advanced undergraduates, academics, and researchers who are involved in signal processing or in the statistical analysis of time series. This covers a wide range of disciplines and will be of interest to mathematicians, physicists, engineers, statisticians, etc.
- No. of pages:
- © Academic Press 1999
- 26th October 1999
- Academic Press
- eBook ISBN:
Queen Mary College, London, U.K.
The Engineering Practice