Extrapolation, Interpolation, and Smoothing of Stationary Time Series

Extrapolation, Interpolation, and Smoothing of Stationary Time Series

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Author: Wiener, Norbert
ISBN: 9780262730051
Publisher: RANDOM HOUSE US
Year first published: 15 Mar 1964
Pages: 163
Format: Paperback / softback

b>A book thatbecame the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence./b>p>Some predict that Norbert Wiener will be remembered for his i>Extrapolation/i> long after i>Cybernetics/i> is forgotten. Indeed, few computer science students would know today what cybernetics is all about, while every communication student knows what Wiener's filter is. The original work was circulated as a classified memorandum in 1942, because it was connected with sensitive wartime efforts to improve radar communication. This book became the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence. Combining ideas from statistics and time-series analysis, Wiener used Gauss's method of shaping the characteristic of a detector to allow for the maximal recognition of signals in the presence of noise. This method came to be known as the "Wiener filter."/p>

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