Nov 27, 2024  
USC Catalogue 2018-2019 
    
USC Catalogue 2018-2019 [ARCHIVED CATALOGUE]

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