Journal ArticleDOI
General Considerations in the Analysis of Spectra
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This paper is to present a simplified account of the motivation behind the spectral analysis of time-series and to give a heuristic discussion of the statistical problems which arise.Abstract:
The object of this paper is to present a simplified account of the motivation behind the spectral analysis of time-series and to give a heuristic discussion of the statistical problems which arise. It is directed mainly at statisticians with little experience of the theory and applications of spectral analysis. It is of necessity short and omits a great deal of important detail. A much lengthier exposition for non-statisticians is in the course of preparation.read more
Citations
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Journal ArticleDOI
Spectrum analysis—A modern perspective
Steven Kay,S.L. Marple +1 more
TL;DR: In this paper, a summary of many of the new techniques developed in the last two decades for spectrum analysis of discrete time series is presented, including classical periodogram, classical Blackman-Tukey, autoregressive (maximum entropy), moving average, autotegressive-moving average, maximum likelihood, Prony, and Pisarenko methods.
Journal ArticleDOI
An Introduction to Polyspectra
TL;DR: In this article, the higher-order spectra or polyspectra of multivariate stationary time series were derived from an observed stretch of time series and several applications of the results obtained.
Journal ArticleDOI
Engineering Applications of Correlation and Spectral Analysis
TL;DR: In this paper, the authors present a survey of the application of correlation and spectral analysis in the engineering applications of Correlation and Spectral Analysis (CSA) in the context of correlation analysis.
Journal ArticleDOI
The quasi-periodic behavior of rainfall variability in Africa and its relationship to the southern oscillation
TL;DR: In this article, the temporal characteristics of rainfall variability in Africa are examined using departure series for 84 regions of the continent and five larger-scale zones, and the forms of non-randomness which are investigated include linear trends, persistence and quasi-periodic fluctuations.
References
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Journal ArticleDOI
The generalisation of student's problems when several different population variances are involved.
Journal ArticleDOI
The Measurement of Power Spectra
Book
The Measurement Of Power Spectra: From The Point Of View Of Communications Engineering
Ralph B Blackman,John W. Tukey +1 more
TL;DR: This account attempts to provide and relate the necessary ideas and techniques in reasonable detail to develop the insight necessary to plan both the acquisition of adequate data and sound procedures for its reduction to meaningful estimates.
Book
Statistical analysis of stationary time series
TL;DR: In this article, the spectrum is estimated by using a regression spectrum and the regression spectrum is then used to estimate the spectral density of a time series with respect to the spectrum of the time series.