Dec 19, 2024  
USC Catalogue 2019-2020 
    
USC Catalogue 2019-2020 [ARCHIVED CATALOGUE]

MATH 545 Introduction to Time Series

Units: 3
Terms Offered: Fa
Transfer function models; stationary, nonstationary processes; moving average, autoregressive models; spectral analysis; estimation of mean, autocorrelation, spectrum; seasonal time series.
Recommended Preparation: Linear algebra, multivariable calculus, statistics
Instruction Mode: Lecture
Grading Option: Letter

Crosslisted as PM 545