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
No Term Data
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
2001
2000
1999
1998