Case Studies in Time Series Analysis

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World Scientific, 1993 - Science - 282 pages
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This book is a monograph on case studies using time series analysis, which includes the main research works applied to practical projects by the author in the past 15 years. The works cover different problems in broad fields, such as: engineering, labour protection, astronomy, physiology, endocrinology, oil development, etc. The first part of this book introduces some basic knowledge of time series analysis which is necessary for the reader to understand the methods and the theory used in the procedure for solving problems. The second part is the main part of this book ? case studies in different fields.
 

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Contents

ARMA Model and Model Fitting
36
Prediction Filtering and Spectral Analysis of Time
72
Digital Processing of a Dynamic Marine Gravity Meter
113
Design a new digital filter under MinMax criterion
120
The frequency rectification by filtering
129
Digital Filters Design by Maximum Entropy Modelling
135
A practical filter design
144
Statistical analysis for detection of characteristics
153
Practical rhythm analysis of LH release
185
Statistical Detection of Uranian Ring Signals from
193
Discussion
204
A new model fitting procedure for freight transportation prediction
212
Forecasting for freight transportation of practical data
218
Appendix VII
226
The Water Flow Prediction in Xiang River
235
Constructing a prediction formula based on the hidden periodicities
236

Appendix III
159
Statistical Analysis of VEP and AI by the Principal
162
Practical checking
169
Periodicity Analysis of LH Release in Isolated Pituitary
178
system
261
Bibliography
273
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