Extrapolation, Interpolation, and Smoothing of Stationary Time Series, with Engineering Applications

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Focusing on technical aspects of time series and communication engineering, this book serves as a companion to Wiener's earlier work, "Cybernetics." It is designed for engineers and includes an introduction, five chapters, and three appendices. The content covers generalized harmonic analysis, prediction, filtering, and multiple prediction theory. Additionally, it discusses the application of these methods to approximate differentiation, providing practical tools for professionals in electrical communication and related fields.