SYS 7030 - 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. Prerequisite: SYS 6005 or equivalent, SYS 4021 or equivalent.

Credits: 3