2009-2010 University Catalog 
  
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2009-2010 University Catalog

CSI 678 - Times Series Analysis and Forecasting

Credits: 3
Cross-Listed with STAT 658

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.

Prerequisites
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