|
|
|
Graduate Record 2006-2007 [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
|
|
