Times Series Analysis and Forecasting. 3 credits

Catalog description

Modeling stationary and nonstationary processes; autoregressive, moving average and mixed model processes; hidden periodicity models; properties of models; autocovariance and autocorrelation functions, and partial autocorrelation function; spectral density functions; identification of models; estimation of model parameters, and forecasting techniques. Offered by Computational & Data Sciences . May not be repeated for credit.