Applied Time Series Analysis II: Proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, March 3-5, 1980 - Softcover

9781483238784: Applied Time Series Analysis II: Proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, March 3-5, 1980

Softcover

ISBN 10: 1483238784 ISBN 13: 9781483238784

Publisher: Academic Press, 2014

Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for discussing significant advances in time series analysis and signal processing. Effective alternatives to the familiar least-square and maximum likelihood procedures are described, along with maximum likelihood procedures for modeling irregularly sampled series and for classifying non-stationary series.

Comprised of 22 chapters, this volume begins with an introduction to the multidimensional filtering theory and presents specific case histories related to the multidimensional recursive filter stability problem; the least squares inverse problem; realization of filters; and spectral estimation. The unique properties of the three-dimensional wave equation are also considered. Subsequent chapters focus on high-resolution spectral estimators; time series analysis of geophysical inverse scattering problems; minimum entropy deconvolution; and fitting of a continuous time autoregression to discrete data.

This monograph will appeal to students and practitioners in the fields of mathematics and statistics, electrical and electronics engineering, and information and computer sciences.

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