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Fourier Analysis of Time Series: An Introduction, 2nd Edition

Fourier Analysis of Time Series: An Introduction, 2nd Edition

Peter Bloomfield

ISBN: 978-0-471-65399-8 April 2004 288 Pages




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. The Second Edition:
* Devotes an entire chapter to complex demodulation
* Treats harmonic regression in two separate chapters
* Features a more succinct discussion of the fast Fourier transform
* Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility
* Includes Web addresses for all time series data used in the examples

An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.
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.


"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)