Frequency Analysis of Time Series
Consider a sequence of observations y 1, y 2,..., y n taken at equally spaced time intervals. Some of the many sources of such data are production from industrial units, national economic data, and regularly recorded biological data (e.g., blood pressures taken at regular intervals) . The distinguishing characteristic of time series data is that because data are being taken on the same object over time, the individual observations are correlated.
KeywordsTime Series Spectral Density Frequency Analysis Spectral Approximation Linear Filter
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