Applied Time Series Analysis II

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

David F. Findley

• Publisher: Academic Press
• Year: 2014
• ISBN:
  9781483263908
• Topic: Mathematics
• Subtopic: Applied Mathematics
• Index: Mathematics

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

• Front Cover
• Applied Time Series Analysis II
• Copyright Page
• Table of Contents
• Dedication
• CONTRIBUTORS
• PREFACE
• CHAPTER 1. INTRODUCTION TO THE PAPERS
• CHAPTER 2. THE STEP FROM ONE TO HIGHER DIMENSIONAL SIGNAL PROCESSING - CASE HISTORIES
• CHAPTER 3. HIGH RESOLUTION 2-DIMENSIONAL POWER SPECTRAL ESTIMATION
• CHAPTER 4. TIME SERIES ANALYSIS OF GEOPHYSICAL INVERSE SCATTERING PROBLEMS
• CHAPTER 5. ON THE USE OF FOURIER TRANSFORMS TO IMAGE SEISMIC REFLECTION DATA
• CHAPTER 6. ESTIMATING THE EARTH'S IMPEDANCE FUNCTION WHEN THERE IS NOISE IN THE ELECTRIC AND MAGNETIC SIGNALS
• CHAPTER 7. NEAREST NEIGHBOR RULE CLASSIFICATION OF STATIONARY AND NONSTATIONARY TIME SERIES
• CHAPTER 8. TIME DOMAIN CONSIDERATIONS IN OPTIMAL ESTIMATION FOR BANDLIMITED SIGNALS
• CHAPTER 9. LATTICE METHODS IN SPECTRAL ESTIMATION
• CHAPTER 10. GEOMETRICAL AND LATTICE VERSIONS OF LEVINSON'S GENERAL ALGORITHM
• CHAPTER 11. ORDER SELECTION FOR LOWPASS IIR FILTERS
• CHAPTER 12. APPLICATION OF S-ARRAYS TO SEASONAL DATA
• CHAPTER 13. TIME SERIES MODEL IDENTIFICATION AND PREDICTION VARIANCE HORIZON
• CHAPTER 14. RECURSIVE ESTIMATION AND ADAPTIVE FORECASTING IN ARIMA MODELS WITH TIME VARYING COEFFICIENTS
• CHAPTER 15. A TIME SERIES CASE STUDY FROM BIOLOGY: SOME INTERPLAY BETWEEN THEORY AND PRACTICE
• CHAPTER 16. ON TIMSAC-78
• CHAPTER 17. PHASE-SENSITIVE DECONVOLUTION TO MODEL RANDOM PROCESSES, WITH SPECIAL REFERENCE TO ASTRONOMICAL DATA
• CHAPTER 18. ON MINIMUM ENTROPY DECONVOLUTION
• CHAPTER 19. ESTIMATION FOR STATIONARY TIME SERIES WHEN DATA ARE IRREGULARLY SPACED OR MISSING
• CHAPTER 20. FITTING A CONTINUOUS TIME AUTOREGRESSION TO DISCRETE DATA
• CHAPTER 21. ROBUST METHODS FOR TIME SERIES
• CHAPTER 22. ROBUST FORECASTING
• APPENDIX
• INDEX