MATH 5327 - Time Series Analysis

(3 credits)

Prerequisites: MATH 2050 or equivalent.

Beginning Spring 2013, the prerequisite will be: Admission to the math graduate program or permission. Methods for analysis of observations taken at equally spaced moments in time. Exploratory analysis of time series, decomposition approach, exponential smoothing and regression, time domain approach (ARIMA models), forecasting, introduction to the frequency domain approach, periodogram, and spectrum.

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