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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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Time Series Analysis
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ISYE-6100
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<p>
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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<th class="year">2023</th>
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<th class="year">2020</th>
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<th class="year">2019</th>
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Time Series Analysis (3c)
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<ul class="prof-list">
<li>Sergio Daniel Goncalves Melo Pequito</li>
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<span class="course-capacity">
Seats Taken: 7/30
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Time Series Analysis (3c)
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<ul class="prof-list">
<li>Sergio Daniel Goncalves Melo Pequito</li>
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<span class="course-capacity">
Seats Taken: 10/30
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<th class="year">2011</th>
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Time Series Analysis (3c)
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<ul class="prof-list">
<li>Thomas R Willemain</li>
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Seats Taken: 16/30
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