Many systems evolve with an inherent amount of randomness in time and/or space. The focus of this course is on developing and analyzing methods for analyzing time series. Because most of the common time--domain methods are unreliable, the emphasis is on frequency--domain methods, i.e. methods that work and expose the bias that plagues most time--domain techniques.  Slepian sequences (discrete prolate spheroidal sequences) and multi--taper methods of spectrum estimation are covered in detail. (12/0/0/12/12)~ COURSE NOT OFFERED IN 2010-2011 ~