The Spectral Analysis of Time-Series

(i) A REVIEW has been made of spectral analysis and its relation with other branches of time-series analysis. A detailed account has been given of the methods available for estimating the spectral density, the band spectrum and the integrated spectrum; suggestions have also been made for confidence...

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Bibliographic Details
Published in:Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1957-01, Vol.19 (1), p.1-12
Main Authors: Jenkins, G. M., Priestley, M. B.
Format: Article
Language:English
Subjects:
Autocorrelation
Confidence interval
Continuous spectra
Density estimation
Harmonic analysis
Spectral bands
Spectral energy distribution
Spectroscopy
Symposium on Spectral Approach to Time Series
Time series
Time series analysis
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Summary:(i) A REVIEW has been made of spectral analysis and its relation with other branches of time-series analysis. A detailed account has been given of the methods available for estimating the spectral density, the band spectrum and the integrated spectrum; suggestions have also been made for confidence intervals for the latter two estimators. (ii) Emphasis has been laid throughout upon the difficulties which are met in practice and gaps in the theoretical structure have been indicated. In applications to physical problems, it is suggested that an empirical statistical approach is not enough by itself and that more realistic descriptions of each particular phenomenon should be attempted. (iii) Reference has already been made in Section 9 to a sampling investigation in which it is proposed to apply the techniques mentioned in this paper to a large number of artificially constructed series of the type given by (1).
ISSN:0035-9246
1369-7412
2517-6161
1467-9868
DOI:10.1111/j.2517-6161.1957.tb00240.x