USC Schedule of Classes

Spring 2018

Mathematics 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.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39769R001Lecture-Lab9:00-9:50amMWF17 of 50Gary RosenGFS101session dates
Information accurate as of October 3, 2018 10:51 am.