MATH 545L 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.
Prerequisite: MATH 225, MATH 226, and MATH 208.
Instruction Mode: Lecture, Lab Required
Grading Option: Letter

Crosslisted as PM-545