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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.

Time-series analysis. --- Signal processing. --- Dynamics. --- Dynamical systems --- Kinetics --- Processing, Signal --- Analysis of time series --- Mathematics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Information measurement --- Signal theory (Telecommunication) --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Dynamics --- Signal processing --- Time-series analysis --- 519.55 --- 330.115 --- 519.2 --- Econometrie --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 330.115 Econometrie --- Série chronologique --- Traitement du signal --- Dynamique --- ELSEVIER-B EPUB-LIV-FT