THE ROLE OF SPECTRAL ANALYSIS IN TIME SERIES ANALYSIS

Abstract

The basic formulas employed in the empirical spectral analysis of a single time series are summarized. Their applicability to the problem of analyzing and synthesizing 'adaptive predictors' for time series is shown.

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Document Details

Document Type
Technical Report
Publication Date
Jul 12, 1965
Accession Number
AD0617937

Entities

People

  • Emanuel Parzen

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Applied Mathematics
  • Coefficients
  • Computer Programs
  • Continuous Spectra
  • Convolution
  • Covariance
  • Data Analysis
  • Distribution Functions
  • Frequency
  • Military Research
  • Periodic Variations
  • Spectra
  • Statistics
  • Time Series Analysis
  • Truncation
  • United States
  • White Noise

Readers

  • Calculus or Mathematical Analysis
  • Regression Analysis.