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MATH 546 - Introduction to Time Series

Course Description: 

This course introduces the basic time series analysis and forecasting methods. Topics include stationary processes, ARMA models, spectral analysis, model and forecasting using ARMA models, nonstationary and seasonal time series models, multivariate time series, state-space models, and forecasting techniques.

Credit: 

(3-0-3)

Prerequisite: 

[(ECE 511 with min. grade of C) OR (MATH 475 with min. grade of C)]

Corequisite: 

None

Attachments: