dc.contributor.advisor |
Ihaka, R |
en |
dc.contributor.author |
Park, Chris |
en |
dc.date.accessioned |
2016-09-20T02:25:00Z |
en |
dc.date.issued |
2016 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/30424 |
en |
dc.description |
Full text is available to authenticated members of The University of Auckland only. |
en |
dc.description.abstract |
The development of a subprogram library for the examination of the interrelations between frequency components of multivariate time series is discussed. Much of the present work is concerned with the computation of reliable estimates of the transfer function and impulse response, which describe the linear time invariant relationship between stationary time series. The parameters employed are simple extensions of multivariate regression theory and are immediate functions of the discrete Fourier Transform, which may be computed rapidly by means of the fast Fourier transform algorithm. This also allows for an independent analysis to be carried out for each frequency. |
en |
dc.publisher |
ResearchSpace@Auckland |
en |
dc.relation.ispartof |
Masters Thesis - University of Auckland |
en |
dc.relation.isreferencedby |
UoA99264878797102091 |
en |
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
en |
dc.rights |
Restricted Item. Available to authenticated members of The University of Auckland. |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.title |
Software for Multivariate Spectrum Analysis |
en |
dc.type |
Thesis |
en |
thesis.degree.discipline |
Statistics |
en |
thesis.degree.grantor |
The University of Auckland |
en |
thesis.degree.level |
Masters |
en |
dc.rights.holder |
Copyright: The author |
en |
pubs.elements-id |
541501 |
en |
pubs.record-created-at-source-date |
2016-09-20 |
en |
dc.identifier.wikidata |
Q112926185 |
|