## Fourier Analysis of Time Series: An IntroductionA new, revised edition of a yet unrivaled work on frequencydomain analysis Long recognized for his unique focus on frequency domain methodsfor the analysis of time series data as well as for his applied,easy-to-understand approach, Peter Bloomfield brings his well-known1976 work thoroughly up to date. With a minimum of mathematics andan engaging, highly rewarding style, Bloomfield provides in-depthdiscussions of harmonic regression, harmonic analysis, complexdemodulation, and spectrum analysis. All methods are clearlyillustrated using examples of specific data sets, while ampleexercises acquaint readers with Fourier analysis and itsapplications. The Second Edition: - Devotes an entire chapter to complex demodulation
- Treats harmonic regression in two separate chapters
- Features a more succinct discussion of the fast Fouriertransform
- Uses S-PLUS commands (replacing FORTRAN) to accommodateprogramming needs and graphic flexibility
- Includes Web addresses for all time series data used in theexamples
An invaluable reference for statisticians seeking to expandtheir understanding of frequency domain methods, |

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### Contents

1 | |

2 Fitting Sinusoids | 9 |

3 The Search for Periodicity | 25 |

4 Harmonic Analysis | 37 |

5 The Fast Fourier Transform | 57 |

6 Examples of Harmonic Analysis | 63 |

7 Complex Demodulation | 97 |

8 The Spectrum | 133 |

9 Some Stationary Time Series Theory | 167 |

10 Analysis of Multiple Series | 201 |

11 Further Topics | 233 |

247 | |

Author Index | 255 |

257 | |

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### References to this book

Time Series Analysis and Its Applications Robert H. Shumway,David S. Stoffer No preview available - 2000 |