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Introduction | |
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Fourier Analysis | |
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Historical Development of Fourier Methods | |
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Why Use Trigonometric Functions? | |
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Fitting Sinusoids | |
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Curve-Fitting Approach | |
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Least Squares Fitting of Sinusoids | |
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Multiple Periodicities | |
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Orthogonality of Sinusoids | |
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Effect of Discrete Time: Aliasing | |
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Some Statistical Results | |
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Appendix | |
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The Search for Periodicity | |
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Fitting the Frequency | |
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Fitting Multiple Frequencies | |
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Some More Statistical Results | |
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Appendix | |
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Harmonic Analysis | |
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Fourier Frequencies | |
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Discrete Fourier Transform | |
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Decomposing the Sum of Squares | |
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Special Functions | |
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Smooth Functions | |
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The Fast Fourier Transform | |
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Computational Cost of Fourier Transforms | |
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Two-Factor Case | |
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Application to Harmonic Analysis of Data | |
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Examples of Harmonic Analysis | |
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Variable Star Data | |
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Leakage Reduction by Data Windows | |
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Tapering the Variable Star Data | |
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Wolf's Sunspot Numbers | |
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Nonsinusoidal Oscillations | |
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Amplitude and Phase Fluctuations | |
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Transformations | |
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Periodogram of a Noise Series | |
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Fisher's Test for Periodicity | |
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Appendix | |
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Complex Demodulation | |
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Introduction | |
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Smoothing: Linear Filtering | |
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Designing a Filter | |
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Least Squares Filter Design | |
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Demodulating the Sunspot Series | |
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Complex Time Series | |
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Sunspots: The Complex Series | |
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Appendix | |
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The Spectrum | |
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Periodogram Analysis of Wheat Prices | |
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Analysis of Segments of a Series | |
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Smoothing the Periodogram | |
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Autocovariances and Spectrum Estimates | |
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Alternative Representations | |
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Choice of a Spectral Window | |
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Examples of Smoothing the Periodogram | |
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Reroughing the Spectrum | |
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Appendix | |
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Some Stationary Time Series Theory | |
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Stationary Time Series | |
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Continuous Spectra | |
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Time Averaging and Ensemble Averaging | |
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Periodogram and Continuous Spectra | |
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Approximate Mean and Variance | |
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Properties of Spectral Windows | |
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Aliasing and the Spectrum | |
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Analysis of Multiple Series | |
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Cross Periodogram | |
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Estimating the Cross Spectrum | |
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Theoretical Cross Spectrum | |
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Distribution of the Cross Periodogram | |
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Distribution of Estimated Cross Spectra | |
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Alignment | |
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Appendix | |
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Further Topics | |
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Time Domain Analysis | |
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Spatial Series | |
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Multiple Series | |
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Higher Order Spectra | |
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Nonquadratic Spectrum Estimates | |
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Incomplete and Irregular Data | |
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References | |
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Author Index | |
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Subject Index | |