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Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II

by Priestley, M. B. E

Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II cover
  • ISBN: 9780125649223
  • ISBN10: 0125649223

Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II

by Priestley, M. B. E

  • List Price: $134.00
  • Binding: Paperback
  • Publisher: Academic Press
  • Publish date: 01/01/1983
  • ISBN: 9780125649223
  • ISBN10: 0125649223
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Description: A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering, " state-space filtering, " "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first sectionb"Volume 1b"deals with single (univariate) series, while the secondb"Volume 2b"treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.
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