Handbook of Time Series, Signal Processing and Dynamics

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.

The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book.

It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.