Abstract

This chapter discusses the frequency analysis of stretches of time series resulting from runs made in accordance with an experimental design. The analyses proposed may be viewed as extensions of the familiar ANOVA procedures employed when each run of a design leads to the measurement of a real-valued variate. The chapter presents an approach that consists of the application of a complex version of the computations of ANOVA to the components of the discrete Fourier transforms of the observed stretches of series. It presents a case where the observed series form sections of stationary point processes. It also discusses two different procedures available for effectively increasing the number of observations; one can evaluate the finite Fourier transform at a number of frequencies in the neighborhood of λ, or one can evaluate the finite Fourier transform for a number of disjoint stretches of the series.

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