Spectral Analysis for Univariate Time Series Hardback
by Donald B. (University of Washington) Percival, Andrew T. (Imperial College London) Walden
Part of the Cambridge Series in Statistical and Probabilistic Mathematics series
Hardback
Description
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.
Information
-
Out of stock
- Format:Hardback
- Pages:780 pages, Worked examples or Exercises; 695 Line drawings, black and white
- Publisher:Cambridge University Press
- Publication Date:19/03/2020
- Category:
- ISBN:9781107028142
Information
-
Out of stock
- Format:Hardback
- Pages:780 pages, Worked examples or Exercises; 695 Line drawings, black and white
- Publisher:Cambridge University Press
- Publication Date:19/03/2020
- Category:
- ISBN:9781107028142
