STAT 560 - Time Series Analysis (COM)

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, nonstationary processes, model building, forecast errors and confidence intervals.

Prerequisites: STAT 441 or STAT 482 or STAT 541 or STAT 686.

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