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.
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 39769R | 001 | Lecture-Lab | 9:00-9:50am | MWF | 23 of 30 | Stanislav Minsker | KAP163 | PDF (133691 KB) |   |