This textbook begins with the mathematical foundations of statistical time-series analysis and signal processing, and the numerical analysis specifically related to the subjects. Pollock (University of London) then treats the analysis of empirical time-series and signals, the formulation and estimation of statistical time-series models, and the design of filters and other signal-processing devices. The CD-ROM contains computer code in both Pascal and C. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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.
