The course is designed to introduce analytical techniques needed in the estimation and analysis of temporal (time series) data in various business disciplines. The course focuses on theoretical and application aspects of stationary/non-stationary univariate as well as multivariate time series models. Emphasis will be given to topics such as time series regression, random walks, ARIMA/SARIMA processes, ARCH/GARCH for modeling conditional volatility, Vector ARMA models, and transfer functions. Modern software implementation is fully integrated into the course. Some examples of the business application areas include demand forecasting, financial asset return modeling, stochastic volatility modeling of financial indexes and securities, mortgage default risk assessment, online webpage click-rate modeling, market share modeling.

This course is designed to be a capstone experience with emphasis on the integration of materials covered in prior courses. In addition, the course provides students with the knowledge and skills to manage and model vast quantities of data for business analytics. The course covers deep neural networks and large-scale data processing using ecosystems of computing tools such as TensorFlow and Apache Spark. Students learn how to store, analyze, and derive insights from large-scale datasets and develop an understanding of the implications of deep learning for business. As a part of the capstone experience, students complete a team project that focuses on using big data and artificial intelligence for business insights, and present and discuss their work.

Special Topics; may be repeated. Pre- and co-requisite courses vary. Please consult time and room schedule for the specific 898 topics section you are interested in for details.

Development of advanced control system design concepts such as Nyquist analysis, lead-lag compensation; state feedback; parameter sensitivity; controllability; observability; introduction to non-linear and modern control. Includes interactive computer-aided design and real-time digital control. (Also offered as ME 872.) Lab.