Spectral Analysis for Physical Applications
Published on 3. June 1993
Book
Hardback
612 pages
978-0-521-35532-2 (ISBN)
Description
This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography. A valuable feature of the text is that many examples are given showing the application of spectral analysis to real data sets. Special emphasis is placed on the multitaper technique, because of its practical success in handling spectra with intricate structure, and its power to handle data with or without spectral lines. The text contains a large number of exercises, together with an extensive bibliography.
Reviews / Votes
"...this is a beautifully crafted book, which can be read at several levels. The beginner can concentrate on principles, study the algorithms and the numerical examples, and then begin to use the Common USP code obtainable through electronic-mail. The experienced reader can proceed to study the more advanced material that the authors have isolated in 'Comments and Extensions' to appropriate sections presenting more general material. This presentation style works very well indeed, because it has enabled the authors to produce a volume that is both elementary and advanced....This is an outstanding volume, one that ought to be on the bookshelves of students as well as those of experienced practitioners of this arcane art." Sven Treitel, American Scientist "...provides a very thorough and modern introduction to spectral analysis of univariate time series with an emphasis on the multitaper method. This book would serve well as a textbook for an introduction to spectral analysis for advanced undergraduate or graduate students, even without mentioning multitaper methods. I also recommend it as a reference book for anyone interested in the field, and it certainly belongs in a university library." Dennis D. Cox, Technometrics "This is a great book for any one who uses or wants to learn to use spectral analysis....The authors take an applied approach, not a watered down approach....the suthors supply the reader with ample references to the more theoretical details. The authors take you, step-by-step, through the entire wonderland of the spectral analysis of time series....they give philosophical as well as practical advice." Journal of the American Statistical AssociationMore details
Language
English
Place of publication
Cambridge
United Kingdom
Target group
Professional and scholarly
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 40 mm
Weight
1131 gr
ISBN-13
978-0-521-35532-2 (9780521355322)
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Schweitzer Classification
Other editions
New editions
Donald B. Percival | Andrew T. Walden
Spectral Analysis for Univariate Time Series
Book
03/2020
Cambridge University Press
€125.30
Shipment within 15-20 days
Persons
Content
Glossary of symbols; 1. Introduction to spectral analysis; 2. Stationary stochastic processes; 3. Deterministic spectral analysis; 4. Foundations for stochastic spectral theory; 5. Linear time-invariant filters; 6. Non-parametric spectral estimation; 7. Multiple taper spectral estimation; 8. Calculation of discrete prolate spheroidal sequences; 9. Parametric spectral estimation; 10. Harmonic analysis; References; Appendix: data and code via e-mail; Index.