Statistics

ST783 - Time Series Analysis: Frequency Domain

• Prerequisites: ST 512 and ST 522
• Term & Frequency: Spring (every two years)
• Student Audience: graduate students in statistics and other fields
• Credit: 3 credits
• Recent Texts: Fourier Analysis of Time Series by Peter Bloomfield
• Recent Instructors: Donald Martin, Peter Bloomfield
• Background and Goals: The student will understand the theory underlying frequency domain methods of analyzing time series
• Content: Regression with sinusoids, harmonic analysis and the FFT, complex demodulation, spectrum analysis, sampling theory, multiple time series. Other topics will be covered as time allows.
• Alternatives: None
• Subsequent Courses: None

SP 2013 Sections: