STAT W 4437x and y Time Series Analysis
Least squares smoothing and prediction, linear systems, Fourier analysis, and
spectral estimation. Impulse response and transfer function. Fourier series,
the fast Fourier transform, autocorrelation function, and spectral density.
Univariate Box-Jenkins modeling and forecasting. Emphasis on applications.
Examples from the physical sciences, social sciences, and business. Computing
is an integral part of the course. - R. Davis
Prerequisites: STAT W4315 or the equivalent. BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA)..