Preventive Medicine 545L:

Introduction to Time Series (3.0 units)

Transfer function models; stationary, nonstationary processes; moving average, autoregressive models; spectral analysis; estimation of mean, autocorrelation, spectrum; seasonal time series. Includes laboratory. Prerequisite: MATH 225, 226 or 226H, and 208x or equivalent.
  • Prerequisite: (MATH 225 and MATH 226 and MATH 208)
  • Crosslist: This course is offered by the MATH department but may qualify for major credit in PM. To register, enroll in MATH 545.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39769R001Lecture-Lab9:00-9:50amMWF47 of 52Stanislav MinskerGFS116PDF (133152 KB)session datesbook list
Information accurate as of October 3, 2017 4:56 pm.