STAT 460-560 - Time Series Analysis

Credits: 3

Statistical methods for analyzing data collected sequentially in time where successive observations are dependent. Includes smoothing techniques, decomposition, trends and seasonal variation, forecasting methods, models for time series: stationarity, autocorrelation, linear filters, ARMA processes, non-stationary processes, model building, forecast errors and confidence intervals. Prerequisites: STAT 460: STAT 441 or STAT 482; STAT 560: STAT 482 or STAT 441-541 or STAT 786.

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