A Handbook of Time-Series Analysis, Signal Processing and Dynamics Academic and Education, Engineering, Electrical Engineering, Mechanical Engineering, Science and Technology

Description

The Handbook of Time Series Analysis, Signal Processing and Dynamics serves as both as a text in time-series analysis and signal processing and a reference for research workers and practitioners. Time-series analysis and signal processing are two closely related subjects which are the concern of a wide range of applied disciplines, including statistics, econometrics, electrical engineering, mechanical engineering and physics. The first part of the Handbook covers the mathematical theory which is the foundation of the two subjects. It then moves onto an extensive treatment of the numerical analysis which, while specifically to the subjects of time-series analysis and signal processing, is of a much wider interest. The third part of the text covers time-series analysis and signal processing themselves. The Handbook also serves as an accessible work of reference. The computer code which implements the algorithms is woven into the text binding closely with the mathematical exposition. This allows the detailed workings of the algorithms to be understood quickly. The accompanying Macintosh/DOS hybrid CD Rom contains extensive libraries of computer programs and computer code together with