Advanced Spectral Analysis Methods

نویسندگان

  • M. GHIL
  • C. TARICCO
چکیده

The purpose of time-series analysis is to detect basic properties of the system that engenders a time series. The hope of predicting the system's future evolution is closely related to the possibility of such detection. The most easily predictable components of a system's evolution are the regular, deterministic ones; hence we look for trends and periodic oscillations. In doing so, it is often convenient to move from the time domain to the frequency domain.

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تاریخ انتشار 1997