Spectral Analysis for Univariate Time Series (Hardcover)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Cambridge Series in Statistical and Probabilistic Mathematics
Release date:	March 2020
Authors:	Donald B. Percival • Andrew T. Walden
Dimensions:	259 x 182 x 43mm (L x W x T)
Format:	Hardcover
Pages:	780
ISBN-13:	978-1-107-02814-2
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Computing & IT > Applications of computing > Signal processing Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics Books > Earth & environment > Geography > Physical geography > General Books > Earth & environment > Geography > Cartography, geodesy & geographic information systems (GIS) > Geographical information systems (GIS) Books > Earth & environment > Geography > Cartography, geodesy & geographic information systems (GIS) > Remote sensing Promotions
LSN:	1-107-02814-0
Barcode:	9781107028142

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