Frequency Analysis of Time Series

  • Ronald Christensen
Part of the Springer Texts in Statistics book series (STS)

Abstract

Consider a sequence of observations y 1, y 2,..., y n taken at equally spaced time intervals. Some of the many sources of such data are production from industrial units, national economic data, and regularly recorded biological data (e.g., blood pressures taken at regular intervals) . The distinguishing characteristic of time series data is that because data are being taken on the same object over time, the individual observations are correlated.

Keywords

Time Series Spectral Density Frequency Analysis Spectral Approximation Linear Filter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1991

Authors and Affiliations

  • Ronald Christensen
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of New MexicoAlbuquerqueUSA

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