Spectrum Analysis

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Singular Spectrum Analysis for Time Series

Nina Golyandina,Anatoly Zhigljavsky
Singular Spectrum Analysis for Time Series Book PDF

Author : Nina Golyandina,Anatoly Zhigljavsky
Publisher : Springer Science & Business Media
Page : 126 pages
File Size : 43,8 Mb
Release : 2013-01-19
Category : Mathematics
ISBN : 9783642349133

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Singular Spectrum Analysis for Time Series by Nina Golyandina,Anatoly Zhigljavsky Pdf

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.

Fundamentals of Spectrum Analysis

Christoph Rauscher,Volker Janssen,Roland Minihold
Fundamentals of Spectrum Analysis Book PDF

Author : Christoph Rauscher,Volker Janssen,Roland Minihold
Publisher : Unknown
Page : 219 pages
File Size : 50,7 Mb
Release : 2007
Category : Spectrum analyzers
ISBN : 3939837016

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Fundamentals of Spectrum Analysis by Christoph Rauscher,Volker Janssen,Roland Minihold Pdf

Spectrum Analysis

Henry Enfield Roscoe
Spectrum Analysis Book PDF

Author : Henry Enfield Roscoe
Publisher : Unknown
Page : 558 pages
File Size : 55,6 Mb
Release : 1873
Category : Heat
ISBN : UOM:39015067963473

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Spectrum Analysis by Henry Enfield Roscoe Pdf

Spectral Analysis of Signals

Yanwei Wang,Jian Li,Petre Stoica
Spectral Analysis of Signals Book PDF

Author : Yanwei Wang,Jian Li,Petre Stoica
Publisher : Springer Nature
Page : 99 pages
File Size : 46,9 Mb
Release : 2022-05-31
Category : Technology & Engineering
ISBN : 9783031025259

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Spectral Analysis of Signals by Yanwei Wang,Jian Li,Petre Stoica Pdf

Spectral estimation is important in many fields including astronomy, meteorology, seismology, communications, economics, speech analysis, medical imaging, radar, sonar, and underwater acoustics. Most existing spectral estimation algorithms are devised for uniformly sampled complete-data sequences. However, the spectral estimation for data sequences with missing samples is also important in many applications ranging from astronomical time series analysis to synthetic aperture radar imaging with angular diversity. For spectral estimation in the missing-data case, the challenge is how to extend the existing spectral estimation techniques to deal with these missing-data samples. Recently, nonparametric adaptive filtering based techniques have been developed successfully for various missing-data problems. Collectively, these algorithms provide a comprehensive toolset for the missing-data problem based exclusively on the nonparametric adaptive filter-bank approaches, which are robust and accurate, and can provide high resolution and low sidelobes. In this book, we present these algorithms for both one-dimensional and two-dimensional spectral estimation problems.

Vibration Spectrum Analysis

Steve Goldman
Vibration Spectrum Analysis Book PDF

Author : Steve Goldman
Publisher : Industrial Press Inc.
Page : 354 pages
File Size : 44,7 Mb
Release : 1999
Category : Science
ISBN : 0831130881

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Vibration Spectrum Analysis by Steve Goldman Pdf

"Written for vibration analysts, predictive maintenance specialists, field mechanics, and a wide variety of engineers, Vibration Spectrum Analysis assumes no prior knowledge of advanced mathematics or mechanical engineering. It carefully guides the reader through sophisticated analysis techniques in a logical, easy-to-understand manner."--BOOK JACKET.

Singular Spectrum Analysis

J.B. Elsner,A.A. Tsonis
Singular Spectrum Analysis Book PDF

Author : J.B. Elsner,A.A. Tsonis
Publisher : Springer Science & Business Media
Page : 167 pages
File Size : 45,5 Mb
Release : 2013-03-09
Category : Business & Economics
ISBN : 9781475725148

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Singular Spectrum Analysis by J.B. Elsner,A.A. Tsonis Pdf

The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the ory of linear algebra and it has many applications to problems in the natural and related sciences. Its widespread use as a tool for time series analysis is fairly recent, however, emerging to a large extent from applications of dynamical systems theory (sometimes called chaos theory). SSA was introduced into chaos theory by Fraedrich (1986) and Broomhead and King (l986a). Prior to this, SSA was used in biological oceanography by Colebrook (1978). In the digi tal signal processing community, the approach is also known as the Karhunen-Loeve (K-L) expansion (Pike et aI., 1984). Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- • Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach. vii viii Preface sionality. This reduction in dimensionality is often accompanied by a simpler explanation of the underlying physics.

Spectrum Analysis

Henry Enfield Roscoe
Spectrum Analysis Book PDF

Author : Henry Enfield Roscoe
Publisher : Unknown
Page : 452 pages
File Size : 49,8 Mb
Release : 1870
Category : Spectrum
ISBN : UOM:39015067269244

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Spectrum Analysis by Henry Enfield Roscoe Pdf

Spectrum Analysis

Henry Enfield Roscoe
Spectrum Analysis Book PDF

Author : Henry Enfield Roscoe
Publisher : Unknown
Page : 402 pages
File Size : 43,6 Mb
Release : 1869
Category : Spectrum analysis
ISBN : NYPL:33433066404736

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Spectrum Analysis by Henry Enfield Roscoe Pdf

Spectrum analysis, 6 lects

sir Henry Enfield Roscoe
Spectrum analysis 6 lects Book PDF

Author : sir Henry Enfield Roscoe
Publisher : Unknown
Page : 452 pages
File Size : 52,8 Mb
Release : 1870
Category : Electronic
ISBN : OXFORD:555002013

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Spectrum analysis, 6 lects by sir Henry Enfield Roscoe Pdf

Speech Spectrum Analysis

Sean A. Fulop
Speech Spectrum Analysis Book PDF

Author : Sean A. Fulop
Publisher : Springer Science & Business Media
Page : 214 pages
File Size : 48,6 Mb
Release : 2011-05-26
Category : Technology & Engineering
ISBN : 9783642174780

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Speech Spectrum Analysis by Sean A. Fulop Pdf

The accurate determination of the speech spectrum, particularly for short frames, is commonly pursued in diverse areas including speech processing, recognition, and acoustic phonetics. With this book the author makes the subject of spectrum analysis understandable to a wide audience, including those with a solid background in general signal processing and those without such background. In keeping with these goals, this is not a book that replaces or attempts to cover the material found in a general signal processing textbook. Some essential signal processing concepts are presented in the first chapter, but even there the concepts are presented in a generally understandable fashion as far as is possible. Throughout the book, the focus is on applications to speech analysis; mathematical theory is provided for completeness, but these developments are set off in boxes for the benefit of those readers with sufficient background. Other readers may proceed through the main text, where the key results and applications will be presented in general heuristic terms, and illustrated with software routines and practical "show-and-tell" discussions of the results. At some points, the book refers to and uses the implementations in the Praat speech analysis software package, which has the advantages that it is used by many scientists around the world, and it is free and open source software. At other points, special software routines have been developed and made available to complement the book, and these are provided in the Matlab programming language. If the reader has the basic Matlab package, he/she will be able to immediately implement the programs in that platform---no extra "toolboxes" are required.

Spectrum Analysis in Its Application to Terrestrial Substances, and the Physical Constitution of the Heavenly Bodies ... Translated from the Second Enlarged and Revised German Edition by J. and C. Lassell. Edited, with Notes by W. Huggins. With ... Plates and Ängström's and Kirchhoff's Maps

Thomas Joseph Heinrich SCHELLEN
Spectrum Analysis in Its Application to Terrestrial Substances and the Physical Constitution of the Heavenly Bodies Translated from the Second Enlarged and Revised German Edition by J and C Lassell Edited with Notes by W Huggins With Plates and ngstr m s and Kirchhoff s Maps Book PDF

Author : Thomas Joseph Heinrich SCHELLEN
Publisher : Unknown
Page : 736 pages
File Size : 40,5 Mb
Release : 1872
Category : Electronic
ISBN : BL:A0026673266

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Spectrum Analysis in Its Application to Terrestrial Substances, and the Physical Constitution of the Heavenly Bodies ... Translated from the Second Enlarged and Revised German Edition by J. and C. Lassell. Edited, with Notes by W. Huggins. With ... Plates and Ängström's and Kirchhoff's Maps by Thomas Joseph Heinrich SCHELLEN Pdf