May 14, 2024  
2009-2010 UMass Dartmouth Graduate Catalog 
    
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2009-2010 UMass Dartmouth Graduate Catalog [Archived Catalog]

ECE 580 - Time Series Analysis

3 credits
3 hours lecture
Prerequisite: ECE 384 or permission of instructor Fundamentals of time series analysis. Topics include: moving average and autoregressive models; estimation of the mean and autocorrelation; statistical forecasting; spectral analysis and estimation; bivariate processes; linear system identification; and nonstationary time series. Application to electrical engineering problems is emphasized.