Time Series Analysis

ISYE-6100

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.

3 credits

Prereqs:

none

Past Term Data

Offered

Not Offered

Offered as Cross-Listing Only

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	Spring	Summer		Fall
		(Session 1)	(Session 2)
2023
2022
2021
2020
2019				Time Series Analysis (3c) Sergio Daniel Goncalves Melo Pequito Seats Taken: 7/30
2018
2017				Time Series Analysis (3c) Sergio Daniel Goncalves Melo Pequito Seats Taken: 10/30
2016
2015
2014
2013
2012
2011	Time Series Analysis (3c) Thomas R Willemain Seats Taken: 16/30
2010
2009
2008
2007
2006
2005
2004
2003
2002
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1998