The Methods of Time-Series Analysis
D.S.G. Pollock · Interdisciplinary Science Reviews · 1987
Over the past twenty years, the subject of time-series analysis and signal processing has been developing rapidly. This is attributable not only to theoretical advances but also the advent of powerful computer technology. In spite of its modernity, the subject has undergone a lengthy evolution. This review gives an account of the principal mathematical themes of time-series analysis, and it outlines some of the recent history of the subject.