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Fourier Analysis of Time Series: An Introduction

By: P Bloomfield

288 pages, no illustrations

John Wiley & Sons

Hardback | Dec 2000 | Edition: 2 | #158445 | ISBN: 0471889482
Availability: Usually dispatched within 5 days Details
NHBS Price: £110.00 $138/€131 approx

About this book

A new, revised edition of a yet unrivaled work on frequency domain analysis.

Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications.

These two new books are both new editions of time series classics that will be welcomed by practitioners. (Technometrics, Vol. 42, No. 4, May 2001) "The first edition stood out as a model...this new edition holds up very successfully while incorporating a quarter century of change" (Short Book Reviews, December 2000) "this is a very accessible book" (The Statistician, Vol.50, No.4, 2001)


Contents

Fitting Sinusoids. The Search for Periodicity. Harmonic Analysis. The Fast Fourier Transform. Examples of Harmonic Analysis. Complex Demodulation. The Spectrum. Some Stationary Time Series Theory. Analysis of Multiple Series. Further Topics. References. Indexes.

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Biography

PETER BLOOMFIELD, PhD, is a professor in the Department of Statistics at North Carolina State University, Raleigh.

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