Time Series Analysis

Catalog description

This course is an introduction to time series analysis, which addresses the problem of modeling data with a significant temporal structure. Topics include autocorrelation, stationarity, time series regression, ARMA, ARIMA, spectral analysis, filtering, signal to noise ratio, time and frequency domain, and gaussian models. Emphasis on working with data, including exploratory data analysis and forecasting. Prereq: STAT 325 or STAT 425 or Requisites Not Met permission.