time series analysis
- To: mathgroup at yoda.physics.unc.edu
- Subject: time series analysis
- From: SEIFF at PACEVM.bitnet
- Date: Wed, 17 Feb 93 16:52:09 EST
Dr. Robert B. Nachbar writes: >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. A classic book on the subject is 'Fourier Analysis of Time Series: An Introduction' by P. Bloomfield (Wiley, 1976). Chapters on the subject at various levels can be found in various textbooks on time series e.g. : 'Time Series: Theory and Methods' by Brockwell and Davis (Springer, 1987) 'Applied Statistical Time Series Analysis' by Shumway, (Prentice-Hall, 1988) Joe Seif (seiff at pacevm.bitnet) Pace University, NY