Spectral Analysis for Univariate Time Series

About Andrew T. WaldenDonald B. Percival

Donald B. Percival is the author of 75 publications in refereed journals on a variety of topics including analysis of environmental time series characterization of instability of atomic clocks and forecasting inundation of coastal communities due to trans-oceanic tsunamis. He is the co-author (with Andrew Walden) of Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques (Cambridge 1993) and Wavelet Methods for Time Series Analysis (Cambridge 2000). He has taught graduate-level courses on time series analysis spectral analysis and wavelets for over thirty years at the University of Washington. Andrew T. Walden has authored 100 refereed papers in scientific areas including statistics signal processing geophysics astrophysics and neuroscience with an emphasis on spectral analysis and time series methodology. He worked in geophysical exploration research before joining Imperial College London. He is co-author (with Donald B. Percival) of Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques (Cambridge1993) and Wavelet Methods for Time Series Analysis (Cambridge 2000). He has taught many courses including time series spectral analysis geophysical data analysis applied probability and graphical modelling primarily at Imperial College London and also at the University of Washington.