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2015-2016 University Catalog
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STAT 658 - Time Series Analysis and ForecastingCredits: 3
Not Repeatable
Modeling stationary and nonstationary processes, autoregressive, moving average and mixed model processes, autocovariance functions, autocorrelation functions, partial autocorrelation functions, spectral density functions, identification of models, estimation of model parameters, and forecasting techniques.
Equivalent to CSI 678.
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
When Offered: Alternate Fall
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