Time Series in the Frequency Domain

P. R. Krishnaiah

ISBN 10: 0444867260 / ISBN 13: 9780444867261

Published by Elsevier Science and Technology, GB, 1984

About this Item

This volume of the Handbook is concerned particularly with the frequency side, or spectrum, approach to time series analysis. This approach involves essential use of sinusoids and bands of (angular) frequency, with Fourier transforms playing an important role. A principal activity is thinking of systems, their inputs, outputs, and behavior in sinusoidal terms. In many cases, the frequency side approach turns out to be simpler with respect to computational, mathematical, and statistical aspects. In the frequency approach, an assumption of stationarity is commonly made. However, the essential roles played by the techniques of complex demodulation and seasonal adjustment show that stationarity is far from being a necessary condition. Assumptions of Gaussianity and linearity are also commonly made and yet, as a variety of the papers in this volume illustrate, these assumptions are not necessary.

Seller Inventory # LU-9780444867261

Bibliographic Details

• Title: Time Series in the Frequency Domain
• Publisher: Elsevier Science and Technology, GB
• Publication Date: 1984
• Language: English
• ISBN 10: 0444867260
• ISBN 13: 9780444867261
• Binding: Hardback
• Condition: New
• Weight: 1080 grams

About this title

Synopsis

Hardbound. This volume of the Handbook is concerned particularly with the frequency side, or spectrum, approach to time series analysis. This approach involves essential use of sinusoids and bands of (angular) frequency, with Fourier transforms playing an important role. A principal activity is thinking of systems, their inputs, outputs, and behavior in sinusoidal terms. In many cases, the frequency side approach turns out to be simpler with respect to computational, mathematical, and statistical aspects. In the frequency approach, an assumption of stationarity is commonly made. However, the essential roles played by the techniques of complex demodulation and seasonal adjustment show that stationarity is far from being a necessary condition. Assumptions of Gaussianity and linearity are also commonly made and yet, as a variety of the papers illustrate, these assumptions are not necessary. This volume complements Handbook of Statistics 5: Time Series in the

Review

This book is definitely one that should be included in any statistics library. -- Journal of the American Statistical Association

This book is definitely one that should be included in any statistics library. -- Journal of the American Statistical Association