STAT 5327 - Time Series Analysis

(3 credits)

Prerequisites: Admission to the math graduate program or permission.

Studies 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.

Dual Listed With: STAT 4327.

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