
Accession Number : AD0655256
Title : METHODS FOR THE ANALYSIS OF NONSTATIONARY TIME SERIES WITH APPLICATIONS TO OCEANOGRAPHY.
Descriptive Note : Doctoral thesis,
Corporate Author : CALIFORNIA UNIV BERKELEY HYDRAULIC ENGINEERING LAB
Personal Author(s) : Brown,Lloyd John
Report Date : MAY 1967
Pagination or Media Count : 140
Abstract : The probability structure for a type of real, mean zero, second order nonstationary stochastic process is shown to depend upon a nonstationary spectral density rho(lambda, tau) (if it exists). This dissertation treats the problem of estimating rho(lambda, tau) from a finite part of a sample function of the process. Two methods are developed: the case where rho(lambda, tau) is locally 'slowly varying', and the case where rho(lambda, tau) is 'linearly separable'. The statistical properties of these methods are investigated and approximations to the sampling distribution of the estimators are obtained for the Gaussian case. 'Spectral representations' for the estimates and their variances are obtained. A nonstationary version of the pseudointegral representation investigated by Tukey and used by Pierson is shown to be rigorously definable and to correspond to a strongly normal nonstationary process of the type considered above. Several examples of the use of the methods are shown. In particular, the time varying spectral density of the Crescent City tsunami of May 23, 1960 is estimated. (Author)
Descriptors : (*TIME SERIES ANALYSIS, *OCEANOGRAPHY), THEOREMS, ELECTROMAGNETIC FIELDS, STOCHASTIC PROCESSES, APPROXIMATION(MATHEMATICS), STATISTICAL PROCESSES, OCEAN WAVES
Subject Categories : Physical and Dynamic Oceanography
Air Breathing Engines(unconventional)
Distribution Statement : APPROVED FOR PUBLIC RELEASE