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.
39769R001Lecture-Lab9:00-9:50amMWF19 of 30Stanislav MinskerKAP163PDF (133691 KB)session datesbook list
Information accurate as of July 20, 2019 2:13 pm.