2011-2012 University Catalog 
  
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2011-2012 University Catalog

STAT 658 - Time Series Analysis and Forecasting

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

Equivalent to CSI 678.

Prerequisite(s): STAT 544 or equivalent. Prerequisite enforced by registration system.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Alternate Fall