Fourier Analysis of Time Series: An Introduction
- ISBN-10
- 0471653993
- ISBN-13
- 9780471653998
- Category
- Mathematics
- Pages
- 288
- Language
- English
- Published
- 2004-04-05
- Publisher
- John Wiley & Sons
- Author
- Peter Bloomfield
Description
A new, revised edition of a yet unrivaled work on frequencydomain analysis Long recognized for his unique focus on frequency domain methodsfor the analysis of time series data as well as for his applied,easy-to-understand approach, Peter Bloomfield brings his well-known1976 work thoroughly up to date. With a minimum of mathematics andan engaging, highly rewarding style, Bloomfield provides in-depthdiscussions of harmonic regression, harmonic analysis, complexdemodulation, and spectrum analysis. All methods are clearlyillustrated using examples of specific data sets, while ampleexercises acquaint readers with Fourier analysis and itsapplications. 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 Fouriertransform Uses S-PLUS commands (replacing FORTRAN) to accommodateprogramming needs and graphic flexibility Includes Web addresses for all time series data used in theexamples An invaluable reference for statisticians seeking to expandtheir understanding of frequency domain methods, FourierAnalysis of Time Series, Second Edition also provides easyaccess to sophisticated statistical tools for scientists andprofessionals in such areas as atmospheric science, oceanography,climatology, and biology.
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