MATH 743 (1SY) - Time Series Analysis

Time Series Analysis

Durham   Engineering&Physical Sciences :: Mathematics&Statistics
Credits: 4.0
Term: Spring 2021 - Full Term (02/01/2021 - 05/11/2021)
Grade Mode: Letter Grading
Class Size:   15  
CRN: 56051
An introduction to univariate time series models and associated methods of data analysis and inference in the time domain and frequency domain. Topics include: auto regressive (AR), moving average (MA), ARMA and ARIMA processes, stationary and non-stationary processes, seasonal ARIMA processes, auto-correlation and partial auto-correlation functions, identification of models, estimation of parameters, diagnostic checking of fitted models, forecasting, spectral density function, periodogram and discrete Fournier transform, linear filters, parametric spectral estimation, dynamic Fournier analysis. Additional topics may include wavelets and long memory processes (FARIMA) and GARCH Models. The use of statistical software, such as JMP, or R, is fully integrated into the course. Prereq: MATH 739. Offered in alternate years in the spring semester.
Department Approval Required. Contact Academic Department for permission then register through Webcat.
Only listed campus in section: Durham, Manchester
Attributes: Scheduled meeting time, Online (no campus visits), EUNH
Instructors: STAFF

Times & Locations

Start Date End Date Days Time Location
2/1/2021 5/11/2021 MWF 9:40am - 11:00am ONLINE