Filter Design in the Frequency Domain
Rainer Metz, Winfried Stier · Palgrave Macmillan UK eBooks · 1992
Within economic and social research, time series play an important role in many respects. They are taken as indicators for the economic and social processes which are investigated. Since time series are sets of time-ordered observations, we can conceive them as signals or as a sum of such signals. A lot of questions dealing with time series, that is, with signals, can be formalised and transformed into algorithms by using the theory of linear time-invariant systems. As a system S we define every rule which transforms a signal S(a) into a signal S(b). These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.