5561 Time Series Analysis (0-3)
This course is intended to present the basis knowledge (including models,
methods and concepts) of time series analysis to students with a good
background in intermediate mathematical statistics. Some elementary knowledge
of basic linear regression anlysis would be helpful but not necessary. The
presentation will be balanced between theory and data analysis, with sufficient
theory to understand the basis of methods and a broad variety of models and
many real data examples. Case studies will be drawn from business and
economics, network traffic and meteorology, and data will be analyzed by
students using existing computer programs (SAS, Minitab and R). Students are
also expected to understand proper use and limits of time series models.
Prerequisites: Stat 441 or consent of instructor note: This course will be
offered every other winter.