Cover for Applied Time Series Analysis I

Applied Time Series Analysis I

Proceedings of the First Applied Time Series Symposium Held in Tulsa, Oklahoma, May 14–15, 1976

Book1978

Edited by:

DAVID F. FINDLEY

Applied Time Series Analysis I

Proceedings of the First Applied Time Series Symposium Held in Tulsa, Oklahoma, May 14–15, 1976

Book1978

 

Cover for Applied Time Series Analysis I

Edited by:

DAVID F. FINDLEY

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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 rev ... read full description

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  2. Book chapterAbstract only

    TIME SERIES ANALYSIS AND CONTROL THROUGH PARAMETRIC MODELS

    Hirotugu Akaike

    Pages 1-23

  3. Book chapterAbstract only

    NON-LINEAR TIME SERIES MODELLING

    C.W.J. Granger and A. Andersen

    Pages 25-38

  4. Book chapterAbstract only

    ON G-SPECTRAL ESTIMATION

    H.L. Gray, A.G. Houston and F.W. Morgan

    Pages 39-138

  5. Book chapterAbstract only

    MULTIVARIATE AUTOREGRESSION ESTIMATION USING RESIDUALS

    Richard H. Jones

    Pages 139-162

  6. Book chapterAbstract only

    TWO-DIMENSIONAL RECURSIVE FILTERING IN THEORY AND PRACTICE

    James H. Justice

    Pages 163-224

  7. Book chapterAbstract only

    ADAPTIVE PROCESSING OF SEISMIC DATA

    Stanley J. Laster

    Pages 225-244

  8. Book chapterAbstract only

    A COMPARATIVE CASE STUDY OF SEVERAL SPECTRAL ESTIMATORS

    Don McIntire

    Pages 245-259

  9. Book chapterAbstract only

    APPLICATION OF HOMOMORPHIC FILTERING TO SEISMIC DATA PROCESSING

    A. Oppenheim and J. Tribolet

    Pages 261-286

  10. Book chapterAbstract only

    WAVES PROPAGATING IN RANDOM MEDIA AS STATISTICAL TIME SERIES

    Enders A. Robinson

    Pages 287-323

  11. 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

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Editors

DAVID F. FINDLEY

Division of Mathematical Sciences, The University of Tulsa, Tulsa, Oklahoma