Fourier analysis of time series : an introduction /

A new, revised edition of a yet unrivaled work on frequency domain analysis. Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up t...

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Bibliographic Details
Main Author: Bloomfield, Peter, 1946-
Format: eBook
Language:English
Published: New York : Wiley, ©2000.
Edition:2nd ed.
Series:Wiley series in probability and mathematical statistics. Applied probability and statistics.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1 Introduction; 2 Fitting Sinusoids; 3 The Search for Periodicity; 4 Harmonic Analysis; 5 The Fast Fourier Transform; 6 Examples of Harmonic Analysis; 7 Complex Demodulation; 8 The Spectrum; 9 Some Stationary Time Series Theory; 10 Analysis of Multiple Series; 11 Further Topics; References; Author Index; Subject Index.