Fourier analysis of time series. An introduction. (Q2784321)

This is the second edition of the excellent book published by the author in 1976; see the review Zbl 0353.62051. There are not many differences between this and the first edition. The old Chapter 2, The Search for Periodicity, has been split into two chapters: Chapter 2, Fitting Sinusoids, dealing with the case of known frequencies, and Chapter 3, The Search for Periodicity, dealing with unknown frequencies that need to be estimated. Chapter 5, The Fast Fourier Transform, has been condensed considerably and Chapter 7, Complex Demodulation, has been extended to include the construction of the complex analogue of an observed time series. The Fortran programs of the first edition were removed and computations are now done with the \(S\)-plus software. Frequencies are now expressed in cycles per unit time and some new series have been introduced for analysis.NEWLINENEWLINENEWLINEMany people may be disapointed with the changes, but my opinion is that this is still an invaluable book which may be used for courses where students are not willing to go through the usual ``time series, stochastic processes, stationarity, etc.'' routine, not very attractive to more applied oriented students.