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Description
Uniquely combining theory, application, and computing, this bookexplores the spectral approach to time series analysis

The use of periodically correlated (or cyclostationary)processes has become increasingly popular in a range of researchareas such as meteorology, climate, communications, economics, andmachine diagnostics. Periodically Correlated Random Sequencespresents the main ideas of these processes through the use of basicdefinitions along with motivating, insightful, and illustrativeexamples. Extensive coverage of key concepts is provided, includingsecond-order theory, Hilbert spaces, Fourier theory, and thespectral theory of harmonizable sequences. The authors also providea paradigm for nonparametric time series analysis including testsfor the presence of PC structures.

Features of the book include:
* An emphasis on the link between the spectral theory of unitaryoperators and the correlation structure of PC sequences
* A discussion of the issues relating to nonparametric time seriesanalysis for PC sequences, including estimation of the mean,correlation, and spectrum
* A balanced blend of historical background with modernapplication-specific references to periodically correlatedprocesses
* An accompanying Web site that features additional exercises aswell as data sets and programs written in MATLAB® forperforming time series analysis on data that may have a PCstructure

Periodically Correlated Random Sequences is an ideal text ontime series analysis for graduate-level statistics and engineeringstudents who have previous experience in second-order stochasticprocesses (Hilbert space), vector spaces, random processes, andprobability. This book also serves as a valuable reference forresearch statisticians and practitioners in areas of probabilityand statistics such as time series analysis, stochastic processes,and prediction theory.
Pages
384 pages
Collection
Wiley Series in Probability and Statistics
Parution
2007-11-09
Marque
Wiley-Interscience
EAN papier
9780471347712
EAN PDF
9780470182826
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
384
Taille du fichier
14397 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
161,36 €

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