MATH-4247EL – 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, the following topics on modeling and forecasting are presented – seasonal and nonseasonal time series, stationary and nonstationary series, the Box-Jenkins methodology. PREREQ: MATH 3236, MATH 3237. (lec 3) cr 3




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