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2015-2016 University Catalog
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CSI 678 - Times Series Analysis and ForecastingCredits: 3
Not Repeatable
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.
Equivalent to STAT 658.
Prerequisite(s): STAT 544 and STAT 554, or permission of instructor. Prerequisite enforced by registration system.
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
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