Mathematics 545L:

Introduction to Time Series (3.0 units)

Transfer function models; stationary, nonstationary processes; moving average, autoregressive models; spectral analysis; estimation of mean, autocorrelation, spectrum; seasonal time series. Includes laboratory. Prerequisite: MATH 225, 226 or 226H, and 208x or equivalent.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39769R001Lecture-Lab12:00-1:50pmWed, Fri30 of 45Stanislav MinskerSGM601PDF (131997 KB)session datesbook list
Information accurate as of 8/11/2016 4:44 PM.