DS 809 (01) - Time Series Analysis

Time Series Analysis

Durham   Paul College of Business&Econ :: Decision Sciences
Credits: 3.0
Term: Spring 2021 - E-term III (01/19/2021 - 03/12/2021)
Grade Mode: Letter Grading
Class Size:   24  
CRN: 56160
The course is designed to introduce analytical techniques needed in the analysis of temporal data in various business disciplines. The first half of the course focuses on traditional stationary univariate and multivariate time series models and the second half will focus on non-stationary (state space) models. Both classic and Bayesian inference points of view are considered. Some examples of the business application areas include demand forecasting in ride-sharing platforms, stochastic volatility modeling of financial indexes, mortgage default risk assessment, online webpage click-rate modeling, customer demand forecasting, and call center volume forecasting for optimal staffing. Prereq: DS 803.
Department Approval Required. Contact Academic Department for permission then register through Webcat.
Instructors: STAFF

Times & Locations

Start Date End Date Days Time Location
1/19/2021 3/12/2021 W 5:40pm - 9:15pm PBLANE 216