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| 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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