Extrapolation, interpolation and smoothing of stationary time series

✍ Scribed by Norbert Wiener

• Book ID: 127455504
• Publisher: The MIT Press
• Year: 1964
• Tongue: English
• Weight: 4 MB
• Edition: 1st M.I.T. Paperback Ed.
• Category: Library
• ISBN: 0262730057
• ASIN: B001NBIBWO

✦ Synopsis

It has been the opinion of many that Wiener will be remembered for his Extrapolation long after Cybernetics 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 work was circulated as a classified memorandum in 1942, as it was connected with sensitive war-time 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."