ECE 580 - Time Series Analysis

Institution:

University of Massachusetts-Dartmouth

Subject:

Electrical and Computer Engineering

Description:

3 hours lecture Prerequisites: 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 non stationary time series. Application to electrical engineering problems is emphasized.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.umassd.edu

Phone Number:

(508) 999-8000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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