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AMS 586

Time Series

Stony Brook University 3 credits AMS

Course Description

Analysis in the frequency domain. Periodograms, approximate tests, relation to regression theory. Pre-whitening and digital fibers. Common data windows. Fast Fourier transforms. Complex demodulation, GibbsÕ phenomenon issues. Time-domain analysis. 3 credits Prerequisite: AMS 570 or AMS 572 Grading ABCF grading

Code
AMS 586
Credits
3
Subject
AMS

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