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The Spectral Representation of Stationary Time Series

The Spectral Representation of Stationary Time Series

The Spectral Representation of Stationary Time Series. Stationary time series satisfy the properties: Constant mean ( E ( x t ) = m ) Constant variance (Var( x t ) = s 2 ) Correlation between two observations ( x t , x t + h ) dependent only on the distance h.

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STATISTICAL DATA ANALYSIS

STATISTICAL DATA ANALYSIS

STATISTICAL DATA ANALYSIS. Prof. Janusz Gajda Dept. of Instrumentation and Measurement. Plan of the lecture. Classification of the measuring signals according to their statistical properties.

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The Spectral Representation of Stationary Time Series

The Spectral Representation of Stationary Time Series

The Spectral Representation of Stationary Time Series. Stationary time series satisfy the properties: Constant mean ( E ( x t ) = m ) Constant variance (Var( x t ) = s 2 ) Correlation between two observations ( x t , x t + h ) dependent only on the distance h.

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660 views • 65 slides
The Spectral Representation of Stationary Time Series

The Spectral Representation of Stationary Time Series

The Spectral Representation of Stationary Time Series. Stationary time series satisfy the properties: Constant mean ( E ( x t ) = m ) Constant variance (Var( x t ) = s 2 ) Correlation between two observations ( x t , x t + h ) dependent only on the distance h.

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655 views • 65 slides
CHEM 991J Lecture 321 11/18/2011: T1 relaxation

CHEM 991J Lecture 321 11/18/2011: T1 relaxation

The equation of motion. We now do an ensemble average on this over all values of the random Hamiltonian.

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233 views • 5 slides

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