MATH5087

Analy. of Time Series & Spat.

Audit, Pass/Fail, Standard Letter

An introductory overview of methods for analyzing temporal and spatial series with an emphasis on scientific applications. Linear systems in continuous and discrete time, Fourier analysis, spectral estimation, convolution and deconvolution, filtering, the z and Laplace transforms, stationary and nonstationary time series, ARIMA modeling, forecasting, and generalizations to multidimensional and multichannel applications. (Same as GEOP 5005)