<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN"> <!--Converted with LaTeX2HTML 98.1p1 release (March 2nd, 1998) originally by Nikos Drakos (nikos@cbl.leeds.ac.uk), CBLU, University of Leeds * revised and updated by: Marcus Hennecke, Ross Moore, Herb Swan * with significant contributions from: Jens Lippmann, Marek Rouchal, Martin Wilck and others --> <HTML> <HEAD> <TITLE>Basic principles of time series analysis</TITLE> <META NAME="description" CONTENT="Basic principles of time series analysis"> <META NAME="keywords" CONTENT="vol2"> <META NAME="resource-type" CONTENT="document"> <META NAME="distribution" CONTENT="global"> <META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=iso-8859-1"> <LINK REL="STYLESHEET" HREF="vol2.css"> <LINK REL="next" HREF="node231.html"> <LINK REL="previous" HREF="node221.html"> <LINK REL="up" HREF="node220.html"> <LINK REL="next" HREF="node223.html"> </HEAD> <BODY > <!--Navigation Panel--> <A NAME="tex2html4185" HREF="node223.html"> <IMG WIDTH="37" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="next" SRC="icons.gif/next_motif.gif"></A> <A NAME="tex2html4182" HREF="node220.html"> <IMG WIDTH="26" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="up" SRC="icons.gif/up_motif.gif"></A> <A NAME="tex2html4176" HREF="node221.html"> <IMG WIDTH="63" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="previous" SRC="icons.gif/previous_motif.gif"></A> <A NAME="tex2html4184" HREF="node1.html"> <IMG WIDTH="65" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="contents" SRC="icons.gif/contents_motif.gif"></A> <BR> <B> Next:</B> <A NAME="tex2html4186" HREF="node223.html">Signals and their models</A> <B> Up:</B> <A NAME="tex2html4183" HREF="node220.html">Time Series Analysis</A> <B> Previous:</B> <A NAME="tex2html4177" HREF="node221.html">Introduction</A> <BR> <BR> <!--End of Navigation Panel--> <H1><A NAME="SECTION001720000000000000000"> </A> <A NAME="s:gen"> </A> <BR> Basic principles of time series analysis </H1> <P> The practical problems in the analysis of time series concern <DL COMPACT> <DT>1. <DD>the detection of a signal against noise, <DT>2. <DD>the estimation of the parameters characterizing the signal, and <DT>3. <DD>the presentation of the results. </DL> <P> Presentation and/or evaluation of the results involves a function of the time series called statistics. Detection of a signal, e.g. a period, and evaluation of its properties, e.g. error and significance, then usually mean finding and characterizing a related signal in the associated statistics which is normally based on some model of the signal. <BR><HR> <!--Table of Child-Links--> <A NAME="CHILD_LINKS"> </A> <UL> <LI><A NAME="tex2html4187" HREF="node223.html">Signals and their models</A> <LI><A NAME="tex2html4188" HREF="node224.html">Signal detection</A> <LI><A NAME="tex2html4189" HREF="node225.html">Test statistics</A> <LI><A NAME="tex2html4190" HREF="node226.html">Corrections to the probability distribution</A> <LI><A NAME="tex2html4191" HREF="node227.html">Power of test statistics</A> <LI><A NAME="tex2html4192" HREF="node228.html">Time domain analysis</A> <LI><A NAME="tex2html4193" HREF="node229.html">Presentation and inspection of results</A> <LI><A NAME="tex2html4194" HREF="node230.html">Parameter estimation</A> </UL> <!--End of Table of Child-Links--> <BR><HR> <ADDRESS> <I>Petra Nass</I> <BR><I>1999-06-15</I> </ADDRESS> </BODY> </HTML>
