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Spectral Analysis for Univariate Time Series

Download or Read eBook Spectral Analysis for Univariate Time Series PDF written by Donald B. Percival and published by Cambridge University Press. This book was released on 2020-03-19 with total page 718 pages. Available in PDF, EPUB and Kindle.
Spectral Analysis for Univariate Time Series
Author :
Publisher : Cambridge University Press
Total Pages : 718
Release :
ISBN-10 : 9781108776172
ISBN-13 : 1108776175
Rating : 4/5 (72 Downloads)

Book Synopsis Spectral Analysis for Univariate Time Series by : Donald B. Percival

Book excerpt: Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric science and other areas are used in running examples throughout, to allow clear comparison of how the various methods address questions of interest. All major nonparametric and parametric spectral analysis techniques are discussed, with emphasis on the multitaper method, both in its original formulation involving Slepian tapers and in a popular alternative using sinusoidal tapers. The authors take a unified approach to quantifying the bandwidth of different nonparametric spectral estimates. An extensive set of exercises allows readers to test their understanding of theory and practical analysis. The time series used as examples and R language code for recreating the analyses of the series are available from the book's website.


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