Re: Random sampled data and real-time data processing

[Stupendous Man <richmond@a188-l009.rit.edu>]

  Chris asked:

> 1) Random sampled data.
> 
> Any references (hopefully web based URLs) on time-series analysis
> of random sampled data.  I understand what to do with data sampled
> at uniform intervals.  All I really want to know is a bit about
> the algorithms how they work and how much computation is required.

  I suggest you start with a paper by Jeffrey Scargle called 
"Studies in astronomical time series analysis. III - Fourier transforms, 
autocorrelation functions, and cross-correlation functions of 
unevenly spaced data".  You can find it in Astrophysical Journal,
vol 343, pp. 874-887, 1989.  A scanned version is available on-line at

   http://adsabs.harvard.edu/cgi-bin/nph-bib_query?
          bibcode=1989ApJ...343..874S&db_key=AST&high=3c321cbf8300596

(where I've split the URL into two pieces for clarity).

  There will be lots of references in this paper.

                                                  Michael Richmond