By D. S. G. Pollock, Richard C. Green, Truong Nguyen
The purpose of this e-book is to function a graduate textual content and reference in time sequence research and sign processing, heavily comparable topics which are the worry of quite a lot of disciplines, reminiscent of records, electric engineering, mechanical engineering and physics.
The e-book presents a CD-ROM containing codes in PASCAL and C for the pc systems revealed within the ebook. It additionally furnishes a whole software dedicated to the statistical research of time sequence, that allows you to be appealing to quite a lot of lecturers operating in different mathematical disciplines.
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Extra info for Handbook of Time Series Analysis, Signal Processing, and Dynamics
Example text
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W. Munk and G. MacDonald, (1963), Bispectrum of Ocean Waves, Chapter 8 in Time Series Analysis,, M. ), 125–139, John Wiley and Sons, New York. R. A. Wolfer: An Historical Note on the Zurich Sunspot Relative Numbers, Journal of the Royal Statistical Society, Series A, 146, 311–318. , (1934), Korrelationstheorie der Station¨ aren Stochastischen Prozessen, Mathematische Annalen, 109, 604–615. , Gauthier Villars, Paris, 1867–1892. , (1914), Economic Cycles: Their Laws and Cause, Macmillan, New York.
N−1 } may be effected indirectly via a method which involves finding their discrete Fourier transforms. The Fourier transforms of the sequences are obtained by evaluating their z-transforms α(z), β(z) at n distinct points which are equally spaced around the circumference of a unit circle in the complex plane. These points {zk ; k = 0, . . , n − 1} come from setting zk = exp(−i2πk/n). From the values {α(zk ); k = 0, . . , n − 1} and {β(zk ); k = 0, . . , n − 1}, the corresponding values {γ(zk ) = α(zk )β(zk ); k = 0, .
