Re: time series analysis
- To: mathgroup at yoda.physics.unc.edu
- Subject: Re: time series analysis
- From: Boss Man <BOSS at noaapmel.gov>
- Date: Tue, 9 Feb 1993 09:41 PDT
Bob writes >greetings! >can anyone recommend o good text or monograph on analyzing time series >data? i'm particularly interested in applying Fourier transforms to >detect cyclic behavior. >bob -- >Dr. Robert B. Nachbar | Merck Research Laboratories | 908/594-7795 >nachbar at msdrl.com | R50S-100 | 908/594-4224 FAX > | PO Box 2000 | > | Rahway, NJ 07065 | I have found a helpful text on this subject. It is The Analysis of Time Series: An Introduction, by C. Chatfield, Fourth Edition from Chapman and Hall, 1989. It discusses the use of Fourier transforms for spectral analysis and general analysis in the frequency domain. Ed Boss NOAA/Pacific Marine Environmental Laboratory