2011-2012 University Catalog 
  
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2011-2012 University Catalog

CSI 678 - Times Series Analysis and Forecasting

Credits: 3 (NR)
Modeling stationary and nonstationary processes; autoregressive, moving average and mixed model processes; hidden periodicity models; properties of models; autocovariance and autocorrelation functions, and partial autocorrelation function; spectral density functions; identification of models; estimation of model parameters, and forecasting techniques.

Equivalent to STAT 658

Prerequisite(s): STAT 544 or CSI 672 or permission of instructor.


Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0