Preface |
|
ix | |
|
1 An Introduction with Geophysical Time Series Examples |
|
|
1 | (10) |
|
1.1 Global Mean Sea Level |
|
|
1 | (1) |
|
|
2 | (2) |
|
1.3 Eastern Pacific Sea Level |
|
|
4 | (1) |
|
1.4 El Nino Southern Oscillation (ENSO) Index |
|
|
4 | (2) |
|
1.5 Lake Vostok Ice Core Temperature History |
|
|
6 | (1) |
|
1.6 Hector Mines Earthquake Seismograms |
|
|
7 | (2) |
|
1.7 Simulated Seismograms, White Noise, and Computing Environments |
|
|
9 | (1) |
|
|
9 | (2) |
|
2 Analog Signals and Digital Time Series |
|
|
11 | (14) |
|
2.1 Digital Time Series Notation |
|
|
11 | (1) |
|
2.2 Digitizing Analog Signals |
|
|
12 | (2) |
|
2.3 Undersampling and Aliasing |
|
|
14 | (1) |
|
2.4 Time Series Statistics |
|
|
15 | (4) |
|
2.4.1 Mean or Average Value |
|
|
15 | (1) |
|
2.4.2 Variance and Standard Deviation |
|
|
16 | (1) |
|
|
17 | (2) |
|
2.5 Numerical Representation of Samples |
|
|
19 | (1) |
|
|
20 | (1) |
|
2.7 Applications to Digital Audio Recording |
|
|
21 | (1) |
|
|
22 | (3) |
|
|
23 | (2) |
|
3 Sinusoids and Fourier Series |
|
|
25 | (12) |
|
|
25 | (1) |
|
|
26 | (3) |
|
|
29 | (1) |
|
|
29 | (2) |
|
|
31 | (2) |
|
|
33 | (4) |
|
|
34 | (3) |
|
4 The Discrete Fourier Transform |
|
|
37 | (13) |
|
4.1 Fourier Series in Complex Notation |
|
|
37 | (1) |
|
4.2 From Fourier Series to DFT |
|
|
38 | (1) |
|
4.3 Frequency and Time Ordering |
|
|
39 | (1) |
|
4.4 DFT Normalization Conventions |
|
|
40 | (1) |
|
4.5 Sinusoidal Coefficients of a Climate Time Series |
|
|
40 | (2) |
|
|
42 | (1) |
|
4.7 Zero-Padding and Interpolation |
|
|
43 | (1) |
|
4.8 DFT Interpolation Example |
|
|
44 | (1) |
|
4.9 Analytic Signal Computation and Application to Measuring Surface Wave Dispersion |
|
|
44 | (3) |
|
|
47 | (3) |
|
|
48 | (2) |
|
5 Linear Systems and Digital Filters |
|
|
50 | (11) |
|
5.1 Linear Filter Equations |
|
|
50 | (1) |
|
|
51 | (2) |
|
|
53 | (1) |
|
|
53 | (1) |
|
|
54 | (2) |
|
|
56 | (1) |
|
5.7 Filter Cascades and Inverses |
|
|
57 | (1) |
|
|
58 | (3) |
|
|
59 | (2) |
|
6 Convolution and Related Theorems |
|
|
61 | (12) |
|
6.1 Convolution Theorem for the Z Transform |
|
|
61 | (1) |
|
6.2 DFT Circular Convolution Theorem |
|
|
62 | (1) |
|
6.3 Autocorrelation Theorem |
|
|
63 | (1) |
|
|
64 | (4) |
|
6.5 Linear Filtering with the DFT |
|
|
68 | (2) |
|
|
70 | (3) |
|
|
71 | (2) |
|
|
73 | (21) |
|
7.1 Motivations for Least Squares |
|
|
73 | (1) |
|
7.2 Least Squares via Maximum Likelihood |
|
|
74 | (3) |
|
7.3 Least Squares via Linear Algebra |
|
|
77 | (4) |
|
7.4 Weighted Least Squares |
|
|
81 | (1) |
|
7.5 Parameter Error Covariance Matrix |
|
|
82 | (1) |
|
7.6 Fitting Data to Sinusoids |
|
|
83 | (1) |
|
7.7 Ocean Tide Prediction |
|
|
84 | (2) |
|
|
86 | (2) |
|
7.9 A Model for Global Sea Level Change |
|
|
88 | (3) |
|
|
91 | (3) |
|
|
92 | (2) |
|
|
94 | (22) |
|
8.1 Introducing the Z Plane |
|
|
94 | (2) |
|
8.2 Z Plane Geometry -- Stability and Invertibility |
|
|
96 | (2) |
|
8.3 Notch Filter Design Using Z Plane Geometry |
|
|
98 | (2) |
|
8.4 Differential Equation to Digital Filter Equation |
|
|
100 | (3) |
|
8.5 Derivative and Integration Filters |
|
|
103 | (1) |
|
8.6 Echo and Reverberation Filters |
|
|
104 | (4) |
|
8.7 Sampled Impulse Response Filter Coefficients |
|
|
108 | (1) |
|
8.8 Gravity Anomaly Calculations |
|
|
109 | (3) |
|
8.9 Ground Motion Amplification in an Earthquake |
|
|
112 | (2) |
|
|
114 | (2) |
|
|
114 | (2) |
|
9 Least Squares and Correlation Filters |
|
|
116 | (20) |
|
9.1 Least Squares Inverse Filters |
|
|
116 | (1) |
|
9.2 Yule-Walker Equations |
|
|
117 | (3) |
|
9.3 Interpolation Filters |
|
|
120 | (2) |
|
9.4 Prediction Error Filters |
|
|
122 | (1) |
|
9.5 Deconvolution Filters in Reflection Seismology |
|
|
123 | (1) |
|
9.6 Power Spectrum Estimate from the PEF |
|
|
124 | (1) |
|
9.7 Vibroseis and Matched (Correlation) Filtering |
|
|
124 | (3) |
|
9.8 Correlation Filtering in the Global Positioning System |
|
|
127 | (2) |
|
9.9 De-Blurring Filter Design |
|
|
129 | (4) |
|
|
133 | (3) |
|
|
133 | (3) |
|
10 Power and Coherence Spectra |
|
|
136 | (16) |
|
|
136 | (1) |
|
10.2 Periodogram of White Noise |
|
|
137 | (4) |
|
10.3 Comparing Power Spectrum Estimation Methods |
|
|
141 | (4) |
|
10.4 Correlation and Coherence |
|
|
145 | (1) |
|
10.5 Coherence of Sea Level Variations |
|
|
146 | (1) |
|
10.6 Searching for Milankovitch Periods |
|
|
147 | (3) |
|
|
150 | (2) |
|
|
150 | (2) |
Appendix A Matrices and Vectors |
|
152 | (3) |
Appendix B Fourier Transforms of Continuous Functions |
|
155 | (14) |
Appendix C Random Variable Concepts and Applications |
|
169 | (19) |
Appendix D Further Reading |
|
188 | (1) |
Index |
|
189 | |