SYS 7030
Time Series Analysis and Forecasting
Course Description
Prerequisites
SYS 6005 or equivalent, SYS 4021 or equivalent
An introduction to time series analysis and forecasting. Topics include exploratory data analysis for time-correlated data, time series modeling, spectral analysis, filtering, and state-space models. Time series analysis in both the time domain and frequency domain will be covered. Concentration will be on data analysis with inclusion of important theory. Prerequisite: SYS 6005 or equivalent, SYS 4021 or equivalent.