Time Series Analysis

The introductory portion of the course covers probability spaces, time series, examples of stochastic processes, properties of the autocovariance, and autocorrelation functions. In the second portion, topics on modeling and forecasting are presented - seasonal and nonseasonal time series, stationary and nonstationary series, and the Box-Jenkins methodology. PREREQ: MATH 3236 and MATH 3237. (lec 3) cr 3.

Code du cours : MATH-4247EL

Département : Mathematics & Computer Science

Crédits : 3.00

Type de cours : UG