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Extrapolation, Interpolation, and Smoothing of Stationary Time Series, with Engineering Applications (Paperback)
Loot Price: R353
Discovery Miles 3 530
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Extrapolation, Interpolation, and Smoothing of Stationary Time Series, with Engineering Applications (Paperback)
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Loot Price R353
Discovery Miles 3 530
Expected to ship within 10 - 15 working days
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2013 Reprint of 1949 Edition. Full facsimile of the original
edition, not reproduced with Optical Recognition Software. This is
the second book by Norbert Wiener on time series and communication
engineering. While the first one, "Cybernetics," treated the
subject from a general standpoint and was more philosophical than
mathematical, the present volume is more technical than
theoretical, and forms a kind of companion piece to the first. It
is intended as a tool for engineers working in the field of
electrical communication and related subjects. The book consists of
an introduction, five chapters, and three appendices. After
explaining the general outline of the problem in the introduction,
the author gives in Chapter I a review of generalized harmonic
analysis which is necessary for the understanding of the following
chapters. Chapters II and III are devoted to the problems of
prediction and filtering respectively. In Chapter IV there is given
a brief account of the theory of multiple prediction, that is, the
theory of prediction when we deal with more than one time series at
the same time. Finally, in Chapter V there is given a short
discussion on the application of similar methods to a problem of
approximate differentiation.
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