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Apr 19, 2024
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MATH 6530 - Time Series Analysis
Introductory examples and models, autocorrelation, stationary processes, ARMA models, spectral analysis, nonstationary time series, state-space models, further topics and applications.
Requisites: MATH 5510 and 5302
Credit Hours: 4
Repeat/Retake Information: May not be retaken.
Lecture/Lab Hours: 3.0 lecture
Grades: Eligible Grades: A-F,WP,WF,WN,FN,AU,I
Learning Outcomes:
- Compute autocovariance and autocorrelation functions.
- Fit an ARMA model to a time series data set.
- Rigorously analyze the ARMA models, from both the time domain point of view, and the frequency domain point of view.
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