STAT W4437x and y Time Series Analysis 3 pts. Prerequisites: STAT W4315 or the equivalent. 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.