[PDF] Fourier Analysis of Time Series: An Introduction

ISBN: 0471889482

Category: Tutorial


Posted on 2017-12-29, by luongquocchinh.

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Author: Peter Bloomfield | Category: Mathematics | Language: English | Page: 288 | ISBN: 0471889482 | ISBN13: 9780471889489 |

Description: Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition: Devotes an entire chapter to complex demodulation Treats harmonic regression in two separate chapters Features a more succinct discussion of the fast Fourier transform Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility Includes Web addresses for all time series data used in the examples An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.

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