Automatic Autocorrelation and Spectral Analysis

• Main Author: Broersen, Piet M. T. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London, 2006.
• Subjects: Engineering.; Computers.; Image processing.; Statistics.; Computational intelligence.; Engineering, general.; Theory of Computation.; Signal, Image and Speech Processing.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Computational Intelligence.; Image Processing and Computer Vision.

Automatic Autocorrelation and Spectral Analysis gives random data a language to communicate the information they contain objectively. In the current practice of spectral analysis, subjective decisions have to be made all of which influence the final spectral estimate and mean that different analysts...

Table of Contents:

• Basic Concepts
• Periodogram and Lagged Product Autocorrelation
• ARMA Theory
• Relations for Time Series Models
• Estimation of Time Series Models
• AR Order Selection
• MA and ARMA Order Selection
• ARMASA Toolbox with Applications
• Advanced Topics in Time Series Estimation.