Features
- Cover Type: Hard Cover with 848 pages
- Published by: Academic Press; Har/Cdr edition November 3, 1999
- Written in: English
- ISBN 10 Number: 0125609906
- ISBN 13 Number: 978-0125609906
-
Book Dimensions:
9.8 x 6.8 x 1.4 inches
- Weighs: 3.4 pounds
Product Description
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.
Book Info
Presents methods designed for the purpose of analyzing series of statistical observations, taken at regular intervals of time. Provides the firm mathematical framework needed to bear the weight of the practical applications.
Reader Reviews
I have been using this book for several months now and its a great reference book for the applied statistician and engineer. I got this book hoping to get pseudo-code for standard time-series analysis, fourier transforms, etc. In addition to the algorithms, I was extremely impressed by the clear explanations of difficult mathematical concept and descriptions of the numerical methods used. I'm now using this as a text to educate myself on several topics ! I think the author has done a great service to the community by writing this excellent book. If you're the kind of person who is interested in understanding the math behind the methods as well as in practical numerical implementation, this book is for you ! My only suggestion is that in the next edition, the author should also consider providing Matlab m-files for the algorithms.
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