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Applied time series analysis /
Applied Time Series Analysis.
| Clasificación: | Libro Electrónico |
|---|---|
| Autores Corporativos: | , |
| Otros Autores: | |
| Formato: | Electrónico Congresos, conferencias eBook |
| Idioma: | Inglés |
| Publicado: |
New York ; San Francisco ; London :
Academic Press,
1978.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover; Applied Time Series Analysis; Copyright Page; Table of Contents; LIST OF CONTRIBUTORS; PREFACE; CHAPTER 1. TIME SERIES ANALYSIS AND CONTROL THROUGH PARAMETRIC MODELS; Abstract; 1. Introduction; 2. Basic Parametric Models; 3. AR-MA Model Fitting Procedure; 4. Criterion for Model Selection; 5. Practical Applications; 6. Further Topics on AIC; Acknowledgment; References; CHAPTER 2. NON-LINEAR TIME SERIES MODELLING; 1. Non-linear Models; 2. Instantaneous Data Transformations; 3. Introduction to Bilinear Models; 4. Particular Case 1: A Diagonal Model
- 5. Particular Case 2: White Noise ModelsBibliography; CHAPTER 3. ON G-SPECTRAL ESTIMATION; I. Introduction; II. The Gn- and en-Transformations; III. The G-Spectral Estimator; IV. Calculation of the G-Spectral Estimator; V. Selecting the Order of the G-Spectral Estimator; VI. Examples and Simulations; VII. Comparisons based on the True Autocorrelation Function; VIII. Comparisons based on the Sample Autocorrelation Function; IX. Concluding Remarks; Appendix 1; Appendix 2; Bibliography; CHAPTER 4. MULTIVARIATE AUTOREGRESSION ESTIMATION USING RESIDUALS; Abstract; 1. Introduction
- 2. Univariate Time Series3. Multivariate Time Series; 4. Multivariate Generalizations; 5. Order Selection; 6. Conclusion; References; Appendix; CHAPTER 5. TWO-DIMENSIONAL RECURSIVE FILTERING IN THEORY AND PRACTICE; I. Introduction; II. Pade Technique in Recursive Filtering; III. Time-Variant Recursive Filters from Two-Dimensional Filter Design; IV. Audio Seismogram; Acknowledgment; Bibliography; CHAPTER 6. ADAPTIVE PROCESSING OF SEISMIC DATA; Introduction; Single-Channel Adaptive Processing; Multichannel Adaptive Processes; Some General Comments; Summary; References; Appendix
- CHAPTER 7. A COMPARATIVE CASE STUDY OF SEVERAL SPECTRAL ESTIMATORSIntroduction; Series A; Spectral Estimators; Conclusion; Acknowledgment; Bibliography; CHAPTER 8. APPLICATION OF HOMOMORPHIC FILTERING TO SEISMIC DATA PROCESSING; I. Introduction; II. Homomorphic Filtering; III. Properties of the Complex Cepstrum; IV. Computational Considerations in the Use of Homomorphic Deconvolution; V. Homomorphic Deconvolution by Time Windowing the Cepstrum; VI. Homomorphic Filtering and the Design of Linear Inverse Filters; Conclusions; References; Bibliography