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TIME SERIES ANALYSIS AND CONTROL THROUGH PARAMETRIC MODELS
Hirotugu Akaike
Pages 1-23 - Book chapterAbstract only
NON-LINEAR TIME SERIES MODELLING
C.W.J. Granger and A. Andersen
Pages 25-38 - Book chapterAbstract only
ON G-SPECTRAL ESTIMATION
H.L. Gray, A.G. Houston and F.W. Morgan
Pages 39-138 - Book chapterAbstract only
MULTIVARIATE AUTOREGRESSION ESTIMATION USING RESIDUALS
Richard H. Jones
Pages 139-162 - Book chapterAbstract only
TWO-DIMENSIONAL RECURSIVE FILTERING IN THEORY AND PRACTICE
James H. Justice
Pages 163-224 - Book chapterAbstract only
ADAPTIVE PROCESSING OF SEISMIC DATA
Stanley J. Laster
Pages 225-244 - Book chapterAbstract only
A COMPARATIVE CASE STUDY OF SEVERAL SPECTRAL ESTIMATORS
Don McIntire
Pages 245-259 - Book chapterAbstract only
APPLICATION OF HOMOMORPHIC FILTERING TO SEISMIC DATA PROCESSING
A. Oppenheim and J. Tribolet
Pages 261-286 - Book chapterAbstract only
WAVES PROPAGATING IN RANDOM MEDIA AS STATISTICAL TIME SERIES
Enders A. Robinson
Pages 287-323 - Book chapterAbstract only
ESTIMATING THE INTENSITY OF A POISSON PROCESS
G.S. Watson
Pages 325-345
About the book
Description
Applied Time Series Analysis contains the proceedings of the First Applied Time Series Symposium held in Tulsa, Oklahoma, on May 14-15, 1976. The symposium provided a forum for reviewing various applications of time series analysis and covered topics ranging from nonlinear time series modeling and G-spectral estimation to multivariate autoregression estimation using residuals. Adaptive processing of seismic data and the application of homomorphic filtering to seismic data processing are also discussed. Comprised of 10 chapters, this book begins by describing the application of parametric models to the analysis and control of time series using some numerical examples. The reader is then introduced to nonlinear time series modeling; two-dimensional recursive filtering in theory and practice; and spectral estimators. Waves propagating in random media as statistical time series are also considered. The book concludes with a chapter that illustrates how the intensity of a Poisson process is estimated, with emphasis on a time series approach to the fixed signal case, invariant testing, and spline estimation. This monograph will be a useful resource for students and practitioners in the fields of mathematics and statistics, electrical engineering, and computer science.
Applied Time Series Analysis contains the proceedings of the First Applied Time Series Symposium held in Tulsa, Oklahoma, on May 14-15, 1976. The symposium provided a forum for reviewing various applications of time series analysis and covered topics ranging from nonlinear time series modeling and G-spectral estimation to multivariate autoregression estimation using residuals. Adaptive processing of seismic data and the application of homomorphic filtering to seismic data processing are also discussed. Comprised of 10 chapters, this book begins by describing the application of parametric models to the analysis and control of time series using some numerical examples. The reader is then introduced to nonlinear time series modeling; two-dimensional recursive filtering in theory and practice; and spectral estimators. Waves propagating in random media as statistical time series are also considered. The book concludes with a chapter that illustrates how the intensity of a Poisson process is estimated, with emphasis on a time series approach to the fixed signal case, invariant testing, and spline estimation. This monograph will be a useful resource for students and practitioners in the fields of mathematics and statistics, electrical engineering, and computer science.
Details
ISBN
978-0-12-257250-0
Language
English
Published
1978
Copyright
Copyright © 1978 Elsevier Inc. All rights reserved.
Imprint
Academic Press