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Spectral Analysis for Univariate Time Series 51 2e Donald B. Perc… 9781107028142
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- Seller notes
- Title
- Spectral Analysis for Univariate Time Series: 51 (Cambridge Serie
- ISBN
- 1107028140
- Pages
- 780
- Publication Year
- 2020
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Spectral Analysis for Univariate Time Series
- Item Height
- 259mm
- Publisher
- Cambridge University Press
- Item Width
- 182mm
- Subject
- Geography & Geosciences, Computer Science, Mathematics, Physics
- Item Weight
- 1440g
- Number of Pages
- 780 Pages
About this product
Product Information
Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric science and other areas are used in running examples throughout, to allow clear comparison of how the various methods address questions of interest. All major nonparametric and parametric spectral analysis techniques are discussed, with emphasis on the multitaper method, both in its original formulation involving Slepian tapers and in a popular alternative using sinusoidal tapers. The authors take a unified approach to quantifying the bandwidth of different nonparametric spectral estimates. An extensive set of exercises allows readers to test their understanding of theory and practical analysis. The time series used as examples and R language code for recreating the analyses of the series are available from the book's website.
Product Identifiers
Publisher
Cambridge University Press
ISBN-13
9781107028142
eBay Product ID (ePID)
20046636092
Product Key Features
Publication Name
Spectral Analysis for Univariate Time Series
Format
Hardcover
Language
English
Subject
Geography & Geosciences, Computer Science, Mathematics, Physics
Publication Year
2020
Type
Textbook
Number of Pages
780 Pages
Dimensions
Item Height
259mm
Item Width
182mm
Item Weight
1440g
Additional Product Features
Series Title
Cambridge Series in Statistical and Probabilistic Mathematics
Country/Region of Manufacture
United Kingdom
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JNC INC
Jon Parkins
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