Brainscape's Knowledge GenomeTM

Browse over 1 million classes created by top students, professors, publishers, and experts.


See full index

math5802m time series and spectral analysis

This class was created by Brainscape user Sophie Wilkinson. Visit their profile to learn more about the creator.

By: Sophie Wilkinson
Start Studying

Decks in this class (7)

Introduction and Stationary Processes
fitting a trend, seasonal effects, stationary processes
29  cards
Models for Time Series
white noise, moving average models, autoregressive models, mixed autoregressive moving average (ARMA) models, integrated models
42  cards
Model Fitting
model selection, parameter estimation (method of moments, least squares, MLE), MOM and invertibility for MA
23  cards
Forecasting
minimum mean square, model based forecasting
31  cards
Fitting Sine Waves and Computing the Periodogram
frequency, aliasing, the DFT, spectral density and periodogram
24  cards
DFT for Time Series
spectral density and autocovariance, spectral density of white noise, spectral density of AR(p)
15  cards
Complications
smoothing the periodogram, inconsistency, truncating the autocovariance function, smoothing the raw periodogram, spectral window, spectral linkage, harmonics
29  cards

More about
math5802m time series and spectral analysis

  • Class purpose General learning

Learn faster with Brainscape on your web, iPhone, or Android device. Study Sophie Wilkinson's MATH5802M Time Series and Spectral Analysis flashcards now!

How studying works.

Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.

Learn more about spaced repetition

Add your own flashcards.

Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!

What's Brainscape anyway?

Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.

We use an adaptive study algorithm that is proven to help you learn faster and remember longer....

Looking for something else?

Time Series - Ganics
  • 1 decks
  • 15 flashcards
  • 1 learners
Decks: A Time Series, And more!
Anatomy & Physiology Series
  • 39 decks
  • 1801 flashcards
  • 42 learners
Decks: Surface Anatomy, Histology, Muscles Of The Axial Skeleton, And more!
Times Tables
  • 23 decks
  • 465 flashcards
  • 2 learners
Decks: X1, X2, X3, And more!
Find Flashcards
Make Flashcards
Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions