Cryptography And Network Security II

CSCI-4240

Time series (TS) are found in a wide range of applications, including economics and finance, biomedical domains, etc. This course introduces the theory and practice of statistical TS analysis. We study how TS data are sampled and how to resample, which relates to the missing data problem. We also analyze TS data to identify deterministic and nondeterministic components, fitting a model to such data for prediction. Topics covered include stationary and non-stationary stochastic processes, autoregressive and moving average (ARMA) models, state-space models and the Kalman filter, forecasting and forecast evaluation, and an outline of spectral techniques. We also cover deep neural networks relevant to TS data, including RNN and LSTM. Course activities include programming and analytical assignments, a term project with a presentation, and exams.

3 credits

Past Term Data

Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Spring Summer Fall
(Session 1) (Session 2)
2025
2024
2023
2022
2021
2020
2019
2018
2017
Cryptography And Network Security II (3c)
  • Vasileios Zikas
Seats Taken: 10/30
2016
Cryptography And Network Security II (3c)
  • Vasileios Zikas
Seats Taken: 7/30
2015
Cryptography And Network Security II (3c)
  • Bulent Yener
Seats Taken: 8/30
2014
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2012
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