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(from the 2011-2013 General Catalog updated as of  May 16, 2013)

Analysis of Time Series  --  Statistics  (STAT) 248 [4 units]
Course Format: Three hours of lecture and two hours of laboratory per week.
Prerequisites: 102 or equivalent.
Description: Frequency-based techniques of time series analysis, spectral theory, linear filters, estimation of spectra, estimation of transfer functions, design, system identification, vector-valued stationary processes, model building.
 
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