Hopp til hovedinnhold
Omslagsbilde

Spectral Analysis for Univariate Time Series

Walden, Andrew T. Percival, Donald B.

I salg

Leveringstid: 7-30 dager

Handlinger

Beskrivelse

Omtale

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.

  • Utgivelsesdato:

    19.03.2020

  • ISBN/Varenr:

    9781107028142

  • Språk:

    Engelsk

  • Forlag:

    Cambridge University Press

  • Innbinding:

    Innbundet

  • Fagtema:

    Matematikk og naturvitenskap

  • Serie:

    Cambridge Series in Statistical and Probabilistic Mathematics

  • Litteraturtype:

    Faglitteratur

  • Sider:

    780

  • Høyde:

    18.4 cm

  • Bredde:

    11.4 cm

Dynamics on Graphs

Dynamics on Graphs

Durrett, Rick
9781009521437 Innbundet
31.08.2025
Engelsk

Forventes utgitt
Generalized Additive Models for Location, Scale and Shape : A Distributional Regression Approach, with Applications

Generalized Additive Models for Location, Scale and Shape : A Distributional Regression Approach, with Applications

Mayr, Andreas • Kneib, Thomas • Klein, Nadja • Stasinopoulos, Mikis D. • Heller, Gillian Z.
9781009410069 Innbundet
29.02.2024
Engelsk

Produseres på bestilling
Random Graphs and Complex Networks: Volume 2

Random Graphs and Complex Networks: Volume 2

van der Hofstad, Remco
9781107174009 Innbundet
08.02.2024
Engelsk

Produseres på bestilling
Modern Discrete Probability : An Essential Toolkit

Modern Discrete Probability : An Essential Toolkit

Roch, Sebastien
9781009305112 Innbundet
18.01.2024
Engelsk

Produseres på bestilling
The Fundamentals of Heavy Tails : Properties, Emergence, and Estimation

The Fundamentals of Heavy Tails : Properties, Emergence, and Estimation

Wierman, Adam • Nair, Jayakrishnan • Zwart, Bert , Amsterdam)
9781316511732 Innbundet
09.06.2022
Engelsk

I salg
Statistical Hypothesis Testing in Context: Volume 52 : Reproducibility, Inference, and Science

Statistical Hypothesis Testing in Context: Volume 52 : Reproducibility, Inference, and Science

Brittain, Erica H. • Fay, Michael P.
9781108423564 Innbundet
05.05.2022
Engelsk

I salg
Model-Based Clustering and Classification for Data Science : With Applications in R

Model-Based Clustering and Classification for Data Science : With Applications in R

Raftery, Adrian E. • Murphy, T. Brendan • Celeux, Gilles • Bouveyron, Charles
9781108494205 Innbundet
25.07.2019
Engelsk

Produseres på bestilling
Probability : Theory and Examples

Probability : Theory and Examples

Durrett, Rick
9781108473682 Innbundet
18.04.2019
Engelsk

Produseres på bestilling
High-Dimensional Statistics : A Non-Asymptotic Viewpoint

High-Dimensional Statistics : A Non-Asymptotic Viewpoint

Wainwright, Martin J.
9781108498029 Innbundet
21.02.2019
Engelsk

Produseres på bestilling
Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis

Walden, Andrew T. • Percival, Donald B.
9780521685085 Heftet
27.02.2006
Engelsk

Produseres på bestilling
Spectral Analysis for Physical Applications

Spectral Analysis for Physical Applications

Walden, Andrew T. • Percival, Donald B.
9780521435413 Heftet
03.06.1993
Engelsk

Produseres på bestilling