Fourier analysis of time series : an introduction

Author(s)

• Bloomfield, Peter

Bibliographic Information

Fourier analysis of time series : an introduction

Peter Bloomfield

（Wiley series in probability and mathematical statistics, . Applied probability and statistics section）

Wiley, c2000

2nd ed

Note

"A Wiley-Interscience Publication"

Includes bibliographical references (p. 247-254) and index

Description and Table of Contents

Description

A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition: * Devotes an entire chapter to complex demodulation * Treats harmonic regression in two separate chapters * Features a more succinct discussion of the fast Fourier transform * Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility * Includes Web addresses for all time series data used in the examples An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.

Table of Contents

Fitting Sinusoids. The Search for Periodicity. Harmonic Analysis. The Fast Fourier Transform. Examples of Harmonic Analysis. Complex Demodulation. The Spectrum. Some Stationary Time Series Theory. Analysis of Multiple Series. Further Topics. References. Indexes.

by "Nielsen BookData"

Details

• NCID: BA45843899
• ISBN:
  • 0471889482
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xiv, 261 p.
• Size: 25 cm
• Classification:
  • NDC9 : 417.6
  • LCC : QA280
  • DC : 519.2/32
• Subject Headings:
  • LCSH : Time-series analysis
  • LCSH : Fourier analysis
• Parent Bibliography ID:
  • BA00019013