Jun 19, 2024  
Graduate Record 2005-2006 
    
Graduate Record 2005-2006 [ARCHIVED RECORD]

SYS 730 - Time Series Analysis and Forecasting


An in-depth study of time series analysis and forecasting models from a statistical and engineering perspective. Emphasizes the process of stochastic model building including model identification, estimation, and model diagnostic checking. Topics include smoothing and filtering, ARIMA models, frequency domain analysis, and vector processes. (IR)

Prerequisites & Notes
Prerequisite: SYS 605 or equivalent.

Credits: 3