MATH 647

Time Series Analysis II. 3 credits, 3 contact hours

New Jersey Institute of Technology · UGRD · Fall 2026

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Prerequisite: MATH 646 . Continuation of MATH 646 . Covers methods of time series analysis useful in engineering, the sciences, economics, and modern financial analysis. Topics include spectral analysis, transfer functions, multivariate models, state space models and Kalman filtering. Selected applications from topics such as intervention analysis, neural networks, process control, financial volatility analysis.

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Class #new_jersey-1586Fall 2026UGRD
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