Fundamentals of Spectrum Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fundamentals of Spectrum Analysis write by Christoph Rauscher. This book was released on 2007. Fundamentals of Spectrum Analysis available in PDF, EPUB and Kindle.
Spectrum Analysis
Spectrum Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Spectrum Analysis write by Henry Enfield Roscoe. This book was released on 1873. Spectrum Analysis available in PDF, EPUB and Kindle.
Singular Spectrum Analysis for Time Series
Singular Spectrum Analysis for Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Singular Spectrum Analysis for Time Series write by Nina Golyandina. This book was released on 2020-11-23. Singular Spectrum Analysis for Time Series available in PDF, EPUB and Kindle. This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.
Spectral Analysis of Signals
Spectral Analysis of Signals - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Spectral Analysis of Signals write by Yanwei Wang. This book was released on 2005. Spectral Analysis of Signals available in PDF, EPUB and Kindle. Spectral estimation is important in many fields including astronomy, meteorology, seismology, communications, economics, speech analysis, medical imaging, radar, sonar, and underwater acoustics. Most existing spectral estimation algorithms are devised for uniformly sampled complete-data sequences. However, the spectral estimation for data sequences with missing samples is also important in many applications ranging from astronomical time series analysis to synthetic aperture radar imaging with angular diversity. For spectral estimation in the missing-data case, the challenge is how to extend the existing spectral estimation techniques to deal with these missing-data samples. Recently, nonparametric adaptive filtering based techniques have been developed successfully for various missing-data problems. Collectively, these algorithms provide a comprehensive toolset for the missing-data problem based exclusively on the nonparametric adaptive filter-bank approaches, which are robust and accurate, and can provide high resolution and low sidelobes. In this book, we present these algorithms for both one-dimensional and two-dimensional spectral estimation problems.
Singular Spectrum Analysis
Singular Spectrum Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Singular Spectrum Analysis write by J.B. Elsner. This book was released on 2013-03-09. Singular Spectrum Analysis available in PDF, EPUB and Kindle. The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the ory of linear algebra and it has many applications to problems in the natural and related sciences. Its widespread use as a tool for time series analysis is fairly recent, however, emerging to a large extent from applications of dynamical systems theory (sometimes called chaos theory). SSA was introduced into chaos theory by Fraedrich (1986) and Broomhead and King (l986a). Prior to this, SSA was used in biological oceanography by Colebrook (1978). In the digi tal signal processing community, the approach is also known as the Karhunen-Loeve (K-L) expansion (Pike et aI., 1984). Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- • Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach. vii viii Preface sionality. This reduction in dimensionality is often accompanied by a simpler explanation of the underlying physics.
