Spectral Analysis for Univariate Time Series: 51 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 51) - Hardcover

Book 39 of 46: Cambridge Series in Statistical and Probabilistic Mathematics

Percival, Donald B.; Walden, Andrew T.

 
9781107028142: Spectral Analysis for Univariate Time Series: 51 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 51)
Hardcover
ISBN 10: 1107028140 ISBN 13: 9781107028142
Publisher: Cambridge University Press, 2020

Synopsis

Focuses on practical application of spectral analysis of time series, with examples from environmental, engineering and physical sciences.

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About the Authors

Donald B. Percival is the author of 75 publications in refereed journals on a variety of topics, including analysis of environmental time series, characterization of instability of atomic clocks and forecasting inundation of coastal communities due to trans-oceanic tsunamis. He is the co-author (with Andrew Walden) of Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques (Cambridge, 1993) and Wavelet Methods for Time Series Analysis (Cambridge, 2000). He has taught graduate-level courses on time series analysis, spectral analysis and wavelets for over thirty years at the University of Washington.

Andrew T. Walden has authored 100 refereed papers in scientific areas including statistics, signal processing, geophysics, astrophysics and neuroscience, with an emphasis on spectral analysis and time series methodology. He worked in geophysical exploration research before joining Imperial College London. He is co-author (with Donald B. Percival) of Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques (Cambridge,1993) and Wavelet Methods for Time Series Analysis (Cambridge, 2000). He has taught many courses including time series, spectral analysis, geophysical data analysis, applied probability and graphical modelling, primarily at Imperial College London, and also at the University of Washington.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2020
Language
English
ISBN 10 
1107028140
ISBN 13 
9781107028142
Binding
Hardcover
Edition number
2
Number of pages
780