Jan 19, 2020  
Graduate Record 2007-2008 
Graduate Record 2007-2008 [ARCHIVED RECORD]

SYS 730 - Time Series Analysis and Forecasting

An introduction to time series analysis and forecasting.  Topics include exploratory data analysis for time-correlated data, time series modeling, spectral analysis, filtering, and state-space models.  Time series analysis in both the time domain and frequency domain will be covered.  Concentration will be on data analysis with inclusion of important theory.

Prerequisites & Notes
Prerequisite: SYS 605 or equivalent.

Credits: 3