Upcoming Lectures
Material to be Covered if Time Permits
- from Chapter 10
- complex-valued frequency domain regression [10:19]
- F-test for periodicity [10:20]
- reshaped sdf estimator [10:21]
- completing a harmonic analysis: overview [10:22]
- approximate conditional least squares [10:23]
- exact conditional least squares [10:24]
- exact unconditional least squares [10:25]
- frequency domain regression [10:26]
- completing a harmonic analysis: residuals [10:27]
- completing a harmonic analysis: handling the background continuum [10:28]
- harmonic analysis of river flow data [10:29 to 10:34]
- parametric harmonic analysis & pseudo-AR processes [10:35 and 10:36]
- frequency estimation via AR spectral estimators [10:37]
- problems with AR harmonic analysis [10:38]
- parametric harmonic analysis of river flow data [10:39 and 10:40]
- use of SVD in harmonic analysis [10:41 to 10:46]
- SVD approach used with river flow data [10:47 to 10:48]
- from Chapter 1, volume 2
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