MATH 4506

Time Series

CUNY Brooklyn College · UGRD · Fall 2026

1 section
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The basics of time series analysis. Graphical displays, autocorrelation and cross-correlation functions, correlograms. Auto-regressive models, moving average models, integrated models, ARIMA models. Exponential smoothing, Box-Jenkins method. Fourier analysis, periodogram analysis.

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Class #cuny_brooklyn-MATH4506Fall 2026UGRD4 credits
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