Handbook of Time Series Analysis, Signal Processing, and Dynamics (Signal Processing and its Applications) [Hardcover]

D. S.G. Pollock (Editor), Richard C. Green (Editor), Truong Nguyen (Editor)

Book Description

ISBN-10: 0125609906 | ISBN-13: 978-0125609906 | Publication Date: November 17, 1999

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.
The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

Product Details

• Hardcover: 848 pages
• Publisher: Academic Press (November 17, 1999)
• Language: English
• ISBN-10: 0125609906
• ISBN-13: 978-0125609906
• Product Dimensions: 9.8 x 6.8 x 1.4 inches
• Shipping Weight: 3.4 pounds
• Average Customer Review: 4.0 out of 5 stars  See all reviews (3 customer reviews)
• Amazon Best Sellers Rank: #2,052,759 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

3 of 3 people found the following review helpful:

4.0 out of 5 stars Broad Mathematical Background, November 14, 2000

By A Customer

This review is from: Handbook of Time Series Analysis, Signal Processing, and Dynamics (Signal Processing and its Applications) (Hardcover)

I found this book to be mainly interesting for those researchers or practicioners who find themselves diving into the river of time series analysis and try to survive not having a very strong mathematical background. This book should allow them to apply the most classic mathematical tools such as time-domain and spectral-domain techniques to their time series problems (provided they are "relatively non-complex") and also to gain confidence in the use of the mathematical apparatus when doing their research or writing about the subject of time-series analysis.

For more complex situations, however, the methods presented may become weak and other scenarios such as neural, fuzzy or "computational intelligence" in general should be more indicated. This book does not deal with those subjects, but I appreciated the rather clear way it exposes the main mathematical aids for the comprehension and analysis of time series data.

Also remarkable are the extense bibliographical references and the CD-ROM containing code routines in C and Pascal for most of the methods explained, along with libraries, a means of doing queries to the bibliography and the .PDF version of the book itself, with a couple Appendixes added.

1 of 1 people found the following review helpful:

5.0 out of 5 stars Excellent Reference Book for Engineers & Statisticians, June 25, 2003

By 

"sameervittal" (Greenville, SC USA) - See all my reviews

This review is from: Handbook of Time Series Analysis, Signal Processing, and Dynamics (Signal Processing and its Applications) (Hardcover)

I have been using this book for several months now and its a great reference book for the applied statistician and engineer. I got this book hoping to get pseudo-code for standard time-series analysis, fourier transforms, etc. In addition to the algorithms, I was extremely impressed by the clear explanations of difficult mathematical concept and descriptions of the numerical methods used. I'm now using this as a text to educate myself on several topics !

I think the author has done a great service to the community by writing this excellent book. If you're the kind of person who is interested in understanding the math behind the methods as well as in practical numerical implementation, this book is for you ! My only suggestion is that in the next edition, the author should also consider providing Matlab m-files for the algorithms.

1 of 4 people found the following review helpful:

3.0 out of 5 stars Good for the starters in time-series analysis, May 17, 2000

By A Customer

This review is from: Handbook of Time Series Analysis, Signal Processing, and Dynamics (Signal Processing and its Applications) (Hardcover)

Well written, this book would be good for the practitioners with engineering background and without rigorous mathematics. The coverage is rather conventional or classical in the sense that intelligent appoaches are not touched.