Download or read book Singular Spectrum Analysis for Time Series written by Nina Golyandina and published by Springer Nature. This book was released on 2020-11-23 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.
Download or read book Singular Spectrum Analysis written by J.B. Elsner and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the ory of linear algebra and it has many applications to problems in the natural and related sciences. Its widespread use as a tool for time series analysis is fairly recent, however, emerging to a large extent from applications of dynamical systems theory (sometimes called chaos theory). SSA was introduced into chaos theory by Fraedrich (1986) and Broomhead and King (l986a). Prior to this, SSA was used in biological oceanography by Colebrook (1978). In the digi tal signal processing community, the approach is also known as the Karhunen-Loeve (K-L) expansion (Pike et aI., 1984). Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- • Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach. vii viii Preface sionality. This reduction in dimensionality is often accompanied by a simpler explanation of the underlying physics.
Download or read book Spectral Analysis for Physical Applications written by Donald B. Percival and published by Cambridge University Press. This book was released on 1993-06-03 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Spectrum analysis applied to biology and medicine written by Charles Alexander MacMunn and published by . This book was released on 1914 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Spectrum Analysis in Its Application to Terrestrial Substances and the Physical Constitution of the Heavenly Bodies written by Heinrich Schellen and published by . This book was released on 1872 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bayesian Spectrum Analysis and Parameter Estimation written by G. Larry Bretthorst and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.
Download or read book Geophysical Signal Analysis written by Enders A. Robinson and published by SEG Books. This book was released on 2000 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addresses the construction, analysis, and interpretation of mathematical and statistical models. The practical use of the concepts and techniques developed is illustrated by numerous applications. The chosen examples will interest many readers, including those engaged in digital signal analysis in disciplines other than geophysics.
Download or read book Fundamentals of Spectrum Analysis written by Christoph Rauscher and published by . This book was released on 2007 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Spectrum Analysis in Its Application to Terrestrial Substances and the Physical Constitution of the Heavenly Bodies Translated from the Second Enlarged and Revised German Edition by J and C Lassell Edited with Notes by W Huggins With Plates and ngstr m s and Kirchhoff s Maps written by Thomas Joseph Heinrich SCHELLEN and published by . This book was released on 1872 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Singular Spectrum Analysis with R written by Nina Golyandina and published by Springer. This book was released on 2018-06-14 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book. Written by prominent statisticians who have extensive experience with SSA, the book (a) presents the up-to-date SSA methodology, including multidimensional extensions, in language accessible to a large circle of users, (b) combines different versions of SSA into a single tool, (c) shows the diverse tasks that SSA can be used for, (d) formally describes the main SSA methods and algorithms, and (e) provides tutorials on the Rssa package and the use of SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The book is written on a level accessible to a broad audience and includes a wealth of examples; hence it can also be used as a textbook for undergraduate and postgraduate courses on time series analysis and signal processing.
Download or read book Spectrum analysis in its application to terrestrial substances and the physical constitution of the heavenly bodies written by H. Schellen and published by . This book was released on 1872 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Spectral Analysis and Filter Theory in Applied Geophysics written by Burkhard Buttkus and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 665 pages. Available in PDF, EPUB and Kindle. Book excerpt: This state-of-the-art survey serves as a complete overview of the subject. Besides the principles and theoretical foundations, emphasis is laid on practical applicability -- describing not only classical methods, but also modern developments and their applications. Students, researchers and practitioners, especially in the fields of data registration, treatment and evaluation, will find this a wealth of information.
Download or read book Spectrum Analysis in Its Application to Terrestrial Subsantces written by Heinrich Schellen and published by . This book was released on 1872 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Time Frequency Analysis of Operators written by Elena Cordero and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-09-21 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This authoritative text studies pseudodifferential and Fourier integral operators in the framework of time-frequency analysis, providing an elementary approach, along with applications to almost diagonalization of such operators and to the sparsity of their Gabor representations. Moreover, Gabor frames and modulation spaces are employed to study dispersive equations such as the Schrödinger, wave, and heat equations and related Strichartz problems. The first part of the book is addressed to non-experts, presenting the basics of time-frequency analysis: short time Fourier transform, Wigner distribution and other representations, function spaces and frames theory, and it can be read independently as a short text-book on this topic from graduate and under-graduate students, or scholars in other disciplines.
Download or read book Molecular and Laser Spectroscopy written by V.P. Gupta and published by Elsevier. This book was released on 2017-09-18 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Molecular and Laser Spectroscopy: Advances and Applications provides students and researchers with an up-to-date understanding of the fast-developing area of molecular and laser spectroscopy. Editor V.P. Gupta has brought together the eminent scientists on a selection of topics to develop a systematic approach, first covering basic principles needed to understand each cutting-edge technique and application. This book acts as a standard reference for advanced students of molecular and laser spectroscopy and as a graduate text for new entrants in the field. The book covers a wide range of applications of molecular and laser spectroscopy in diverse areas ranging from materials to medicine and defence, biomedical research, environmental monitoring, forensic investigations, food and agriculture, and chemical, pharmaceutical and petrochemical processes. Researchers and scientific personnel in these fields will learn the latest techniques in order to put them to practical use in their work. - Covers several areas of spectroscopy research in a single volume, saving researchers time - Includes exhaustive lists of research articles, reviews and books at the end of each chapter to point readers in the right direction for further learning - Features illustrative examples of the varied applications - Serves as a practical guide to those interested in using molecular and laser spectroscopy tools in their research and field applications
Download or read book Landscapes of Time Frequency Analysis written by Paolo Boggiatto and published by Springer. This book was released on 2019-01-30 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters in this volume are based on talks given at the inaugural Aspects of Time-Frequency Analysis conference held in Turin, Italy from July 5-7, 2017, which brought together experts in harmonic analysis and its applications. New connections between different but related areas were presented in the context of time-frequency analysis, encouraging future research and collaborations. Some of the topics covered include: Abstract harmonic analysis, Numerical harmonic analysis, Sampling theory, Compressed sensing, Mathematical signal processing, Pseudodifferential operators, and Applications of harmonic analysis to quantum mechanics. Landscapes of Time-Frequency Analysis will be of particular interest to researchers and advanced students working in time-frequency analysis and other related areas of harmonic analysis.
Download or read book Frequency Analysis written by R. B. Randall and published by . This book was released on 1987 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:
