Large-Scale Linear Methods for Interpolation, Realization, and Reconstruction of Noisy, Irregularly Sampled Data

The issues that arise in doing so are often less concerned with elucidating (or forecasting) the underlying dynamics of a data set, which is the principal focus of the rest of this book, than with simply establishing, in a systematic statistical way, that “apparent” features in the data are in fact there, and, possibly, with the estimation of a small number of parameters from the data set.