An introduction to time series analysis in the time domain and spectral domain. Topics will include - estimation of trends and seasonal effects, autoregressive moving average models, forecasting, indicators, harmonic analysis, spectra.
Details
- Department: Statistics (STAT)
- Units: 4
- Prerequisites: STAT 101, STAT 134, STAT 133 or STAT 135
- Tools:
- Cluster(s): Mathematics/Statistics
- Tags: Foundational