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Applied Time Series Analysis II

Proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, March 3-5, 1980

  • 1st Edition - November 28, 1981
  • Latest edition
  • Editor: David F. Findley
  • Language: English

Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for… Read more

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Description

Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for discussing significant advances in time series analysis and signal processing. Effective alternatives to the familiar least-square and maximum likelihood procedures are described, along with maximum likelihood procedures for modeling irregularly sampled series and for classifying non-stationary series. Comprised of 22 chapters, this volume begins with an introduction to the multidimensional filtering theory and presents specific case histories related to the multidimensional recursive filter stability problem; the least squares inverse problem; realization of filters; and spectral estimation. The unique properties of the three-dimensional wave equation are also considered. Subsequent chapters focus on high-resolution spectral estimators; time series analysis of geophysical inverse scattering problems; minimum entropy deconvolution; and fitting of a continuous time autoregression to discrete data. This monograph will appeal to students and practitioners in the fields of mathematics and statistics, electrical and electronics engineering, and information and computer sciences.

Table of contents


Contributors

Preface

Introduction to the Papers

The Step from One to Higher Dimensional Signal Processing - Case Histories

High Resolution 2-Dimensional Power Spectral Estimation

Time Series Analysis of Geophysical Inverse Scattering Problems

On the Use of the Fourier Transforms to Image Seismic Reflection Data

Estimating the Earth's Impedence Function When There Is Noise in the Electric and Magnetic Signals

Nearest Neighbor Rule Classification of Stationary and Nonstationary Time Series

Time Domain Considerations in Optimal Estimation for Bandlimited Signals

Lattice Methods in Spectral Estimation

Geometrical and Lattice Versions of Levinson's General Algorithm

Order Selection for Lowpass IIR Filters

Application of S-Arrays to Seasonal Data

Time Series Model Identification and Prediction Variance Horizon

Recursive Estimation and Adaptive Forecasting in ARIMA Models with Time Varying Coefficients

A Time Series Case Study from Biology: Some Interplay Between Theory and Practice

On TIMSAC-78

Phase-Sensitive Deconvolution to Model Random Processes, with Special Reference to Astronomical Data

On Minimum Entropy Deconvolution

Estimation for Stationary Time Series When Data Are Irregularly Spaced or Missing

Fitting a Continous Time Autoregression to Discrete Data

Robust Methods for Time Series

Robust Forecasting

Index

Product details

  • Edition: 1
  • Latest edition
  • Published: November 28, 1981
  • Language: English

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