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Spectral analysis for univariate time series

Part of the Cambridge Series in Statistical and Probabilistic Mathematics series
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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.

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Product Details
Cambridge University Press
1107028140 / 9781107028142
Hardback
519.55
19/03/2020
United Kingdom
English
xxiv, 691 pages : illustrations (black and white)
26 cm
Professional & Vocational Learn More