IEGR 636 - Time Series Analysis and Forecasting Systems

Three hours.
3 Credits

Time and frequency domain aspects of time series are developed in a mutually reinforcing fashion. Behavior patterns of time series are examined with a view toward model identification and forecasting. The statistical procedures for model estimation are presented and employed. Multiple time series concepts and problems are introduced. The Box Jenkins approach is emphasized.

Prerequisite(s) None
Co-Requisite(s) None
Offered FALL OR SPRING