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Signal analysis : wavelets, filter banks, time-frequency transforms, and applications
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ISBN: 0470841834 9780470841839 Year: 1999 Publisher: New York J. Wiley

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Time series analysis of physical properties from ocean drilling program sites 1018 and 1020, California Margin
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Year: 1999 Publisher: Reston, VA : U.S. Geological Survey,

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Asymptotics, nonparametrics, and time series : a tribute to Madan Lal Puri
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ISBN: 0824700511 9780824700515 9780429175343 Year: 1999 Volume: 158 Publisher: New York: Dekker,


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Time series processor version 4.5
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Year: 1999 Publisher: Palo Alto: TSP International,

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Modern time series analysis in forest products markets
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ISBN: 0792355245 Year: 1999 Publisher: Dordrecht : Kluwer academic,

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Time-frequency/time scale analysis
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ISBN: 9780122598708 0122598709 0080543030 9780080543031 9786611311438 6611311432 128131143X Year: 1999 Publisher: San Diego Academic Press

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This highly acclaimed work has so far been available only in French. It is a detailed survey of a variety of techniques for time-frequency/time-scale analysis (the essence of ""Wavelet Analysis""). This book has broad and comprehensive coverage of a topic of keen interest to a variety of engineers, especially those concerned with signal and image processing. Flandrin provides a discussion of numerous issues and problems that arise from a mixed description in time and frequency, as well as problems in interpretation inherent in signal theory.Key Features* Detailed coverage of both l

Bilinear stochastic models and related problems of nonlinear time series analysis : a frequency domain approach
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ISBN: 0387988726 Year: 1999 Volume: 142 Publisher: New York : Springer,

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Signal analysis : wavelets, filter banks, time-frequency transforms, and applications
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ISBN: 0471986267 Year: 1999 Publisher: Chichester, West Sussex, England ; New York : J. Wiley,

Forecasting non-stationary economic time series
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ISBN: 026227048X 0585111928 9780585111926 0262531895 9780262531894 0262032724 9780262270489 Year: 1999 Publisher: Cambridge, MA MIT Press

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"In their second book on economic forecasting, Michael P. Clements and David F. Hendry ask why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to economic forecasting, they look at the implications for causal modeling, present a taxonomy of forecast errors, and delineate the sources of forecast failure. They show that forecast-period shifts in deterministic factors - interacting with model misspecification, collinearity, and inconsistent estimation - are the dominant source of systematic failure. They then consider various approaches for avoiding systematic forecasting errors, including intercept corrections, differencing, co-breaking, and modeling regime shifts; they emphasize the distinction between equilibrium correction (based on cointegration) and error correction (automatically offsetting past errors). Finally, they present three applications to test the implications of their framework. Their results on forecasting have wider implications for the conduct of empirical econometric research, model formulation, the testing of economic hypotheses, and model-based policy analyses."--Jacket.

The practice of time series analysis
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ISBN: 0387986588 1461274397 1461221625 Year: 1999 Publisher: New York (N.Y.) : Springer,

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Due to the introduction of the information criterion AIC and development of prac­ tical use of Bayesian modeling, the method of time analysis is now showing remarkable progress. In attempting the study of a new field the actual phenomenon is rarely so simple as to allow direct applications of existing methods of analysis or models. The real thrill of the statistical analysis lies in the process of developing a new model depending on the purpose and the characteristics of the object of the research. The purpose of this book ist.o introduce the readers to successful applications of the meth­ ods of time series analysis in a variety of fields, such as engineering, earth science, medical science, biology, and economics. The editors have been aware of the importance of cooperative research in sta­ tistical science and carried out various cooperative research projects in the area of time series analysis. The Institute of Statistical Mathematics was reorganized as an inter-university research institute in 1985 and the activities of the Institute have been organized to promote the cooperative researches as its central activity. This book is composed of the outcomes of cooperative researches developed within this environ­ ment and contains the results ranging from the pioneering realizations of statistical control to the latest consequences of time series modeling.

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