Overview

This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas.

Full Product Details

Author:   J.B. Elsner ,  A.A. Tsonis
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of hardcover 1st ed. 1996
Dimensions:   Width: 15.50cm , Height: 0.90cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9781441932662

ISBN 10:   1441932666
Pages:   164
Publication Date:   29 October 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

I. Mathematical Notes.- 1. Review of Linear Algebra.- 2. Eigenvalues and Eigenvectors.- 3. Multivariate Statistics.- II. Theory and Methods.- 4. Foundations of SSA.- 5. Details.- 6. Noise.- III. Applications.- 7. Signal Detection.- 8. Filtering.- 9. Prediction.- 10. Phase Space Reconstruction.- References.

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