Spectral analysis for univariate time series:
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 sci...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, United Kingdom ; New York, USA ; Port Melbourne, Australia ; New Delhi, India ; Singapore
Cambridge University Press
2020
|
| Series: | Cambridge series on statistical and probabilistic mathematics
51 |
| Subjects: | |
| Online Access: | DE-12 DE-92 DE-188 DE-384 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (xxiv, 691 Seiten) |
| ISBN: | 9781139235723 |
| DOI: | 10.1017/9781139235723 |
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| id | DE-604.BV046657674 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T14:18:38Z |
| indexdate | 2025-02-17T15:04:11Z |
| institution | BVB |
| isbn | 9781139235723 |
| language | English |
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| spelling | Percival, Donald B. 1946- Verfasser (DE-588)141004851 aut Spectral analysis for univariate time series Donald B. Percival (University of Washington), Andrew T. Walden (Imperial College of science, technology and medicine) Cambridge, United Kingdom ; New York, USA ; Port Melbourne, Australia ; New Delhi, India ; Singapore Cambridge University Press 2020 1 Online-Ressource (xxiv, 691 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge series on statistical and probabilistic mathematics 51 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 Time-series analysis Spectral theory (Mathematics) Spektraltheorie (DE-588)4116561-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Spektraltheorie (DE-588)4116561-5 s Zeitreihenanalyse (DE-588)4067486-1 s Statistik (DE-588)4056995-0 s DE-604 Walden, Andrew T. 1954- Verfasser (DE-588)141005777 aut Erscheint auch als Druck-Ausgabe, Hardcover 978-1-10702-814-2 Cambridge series on statistical and probabilistic mathematics 51 (DE-604)BV041460443 51 https://doi.org/10.1017/9781139235723 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Percival, Donald B. 1946- Walden, Andrew T. 1954- Spectral analysis for univariate time series Cambridge series on statistical and probabilistic mathematics Time-series analysis Spectral theory (Mathematics) Spektraltheorie (DE-588)4116561-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4116561-5 (DE-588)4067486-1 (DE-588)4056995-0 |
| title | Spectral analysis for univariate time series |
| title_auth | Spectral analysis for univariate time series |
| title_exact_search | Spectral analysis for univariate time series |
| title_exact_search_txtP | Spectral analysis for univariate time series |
| title_full | Spectral analysis for univariate time series Donald B. Percival (University of Washington), Andrew T. Walden (Imperial College of science, technology and medicine) |
| title_fullStr | Spectral analysis for univariate time series Donald B. Percival (University of Washington), Andrew T. Walden (Imperial College of science, technology and medicine) |
| title_full_unstemmed | Spectral analysis for univariate time series Donald B. Percival (University of Washington), Andrew T. Walden (Imperial College of science, technology and medicine) |
| title_short | Spectral analysis for univariate time series |
| title_sort | spectral analysis for univariate time series |
| topic | Time-series analysis Spectral theory (Mathematics) Spektraltheorie (DE-588)4116561-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Time-series analysis Spectral theory (Mathematics) Spektraltheorie Zeitreihenanalyse Statistik |
| url | https://doi.org/10.1017/9781139235723 |
| volume_link | (DE-604)BV041460443 |
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