A book about the spectral analysis of time series by Donald B. Percival and Andrew T. Walden, published in 1993 by Cambridge University Press, Cambridge, UK, and described in various aspects in the following links:

• table of contents
• preface
• errata sheet (please e-mail if you find an error not on this sheet!)
• [forthcoming]: references to -- and synopses of -- reviews of the book

Links to data sets and software related to the book:

• download 9 time series used extensively as examples in the book
  • all 9 time series (these are in one big file on StatLib)
  • individual time series
    • wind speed (Figure 2)
    • Willamette River (Figures 2 & 505)
    • atomic clock (Figure 3)
    • ocean noise (Figure 3)
    • simulated AR(2) process (Figure 45)
    • simulated AR(4) process (Figure 45)
    • ocean wave (Figure 295)
    • rough ice profile (Figure 304)
    • smooth ice profile (Figure 304)
• download other time series used as examples in the book
  • St. Paul temperatures (Figure 9)
  • Golden Gate Bridge traffic (Figure 195)
  • 20 points from rotation of earth series (page 287; Figure 288)
• description of -- and access to -- the sapaclisp archive, a collection of Common Lisp functions that implement most of the procedures in the book (this archive is on StatLib)
• DPSS, a self-contained FORTRAN subroutine (along with two auxillary routines) for computing the DPSS multitapers via inverse iteration (this routine resides on the JCGS archive on StatLib). The inverse iteration scheme is a stable (but slow) method for computing the DPSSs and is described in Section 8.1 of the book and also in a JCGS paper (upon which Section 8.1 was based).
• [forthcoming]: download PiTSSa, a stand-alone Macintosh program that provides a friendly interface to sapaclisp