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Your search for courses for 17/FA and MATH and course number 315 found 1 course. New Search

MATH 315.00 Topics Probability/Statistics: Time Series Analysis 6 credits

Open: Size: 24, Registered: 10, Waitlist: 0

CMC 328

Synonym: 49313

Andy Poppick

Models and methods for characterizing dependence in data that are ordered in time. Emphasis on univariate, quantitative data observed over evenly spaced intervals. Topics include perspectives from both the time domain (e.g., autoregressive and moving average models, and their extensions) and the frequency domain (e.g., periodogram smoothing and parametric models for the spectral density).

Prerequisite: Mathematics 245 and 275. Exposure to matrix algebra may be helpful but is not required

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You must take 6 credits of each of these.
You must take 6 credits of each of these,
except Quantitative Reasoning, which requires 3 courses.
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