MATH 5540 - Introduction to Time Series Course uri icon



  • Studies basic properties, trend-based models, seasonal models, modeling and forecasting with ARIMA models, spectral analysis and frequency filtration. Department enforced prerequisite: MATH 4520 or MATH 5520 or APPM 4520 or APPM 5520. Same as MATH 4540 and STAT 4540 and STAT 5540.