Class

STAT-S 450 TIME SERIES ANALYSIS (3 CR.)

Introduces techniques for analyzing data collected at different points in time. Emphasizes probability models, forecasting methods, analysis in both time and frequency domains, linear systems, state-space models, intervention analysis, transfer function models and the Kalman filter. Explores stationary processes, autocorrelations, and autoregressive, moving average, and ARMA processes, among other topics.