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ISYE-6100: Time Series Analysis
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< meta property = "og:description" content = "Study of time series data for both description and prediction. Main emphasis on the classical Box-Jenkins approach to model identification, estimation, and diagnosis. Includes an introduction to spectral analysis. Applications to real data series, including forecasting problems and empirical comparison of alternative approaches. Use of computer packages for time series analysis." >
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< h1 id = "name" >
Time Series Analysis
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< h2 id = "code" >
ISYE-6100
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Study of time series data for both description and prediction. Main emphasis on the classical Box-Jenkins approach to model identification, estimation, and diagnosis. Includes an introduction to spectral analysis. Applications to real data series, including forecasting problems and empirical comparison of alternative approaches. Use of computer packages for time series analysis.
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3 credits
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Prereqs:
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none
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Past Term Data
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Offered
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Offered as Cross-Listing Only
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No Term Data
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Simple View
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Detailed View
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< table id = "years-table" >
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< th > < / th >
< th class = "spring season-label" > Spring< / th >
< th class = "summer season-label" colspan = "2" > Summer< / th >
< th class = "fall season-label" > Fall< / th >
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< th colspan = "2" > < / th >
< th class = "summer2 midsum-label" > (Session 1)< / th >
< th class = "summer3 midsum-label" > (Session 2)< / th >
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< th class = "year" > 2024< / th >
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< th class = "year" > 2023< / th >
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< td class = "term fall not-offered" >
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< th class = "year" > 2022< / th >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall not-offered" >
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< th class = "year" > 2021< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall not-offered" >
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< th class = "year" > 2020< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
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< th class = "year" > 2019< / th >
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< td colspan = "2" class = "term summer not-offered" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201909&subj_in=ISYE&crse_in=6100&schd_in=" > Time Series Analysis (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Sergio Daniel Goncalves Melo Pequito< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 7/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2018< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
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< th class = "year" > 2017< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201709&subj_in=ISYE&crse_in=6100&schd_in=" > Time Series Analysis (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Sergio Daniel Goncalves Melo Pequito< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 10/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2016< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
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< / tr >
< tr >
< th class = "year" > 2015< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2014< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2013< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2012< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2011< / th >
< td class = "term spring offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201101&subj_in=ISYE&crse_in=6100&schd_in=" > Time Series Analysis (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Thomas R Willemain< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 16/30
< / span >
< / div >
< / td >
< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall not-offered" >
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< tr >
< th class = "year" > 2010< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2009< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2008< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2007< / th >
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< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2006< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2005< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2004< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2003< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2002< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2001< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2000< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 1999< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 1998< / th >
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< td class = "term spring unscheduled" >
< / td >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall not-offered" >
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