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Apr 30, 2024
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STAT 758 - Time Series Analysis (3 units)
Analytic and computer methods for time series analysis, including the time domain (autocorrelation) and frequency domain (spectral) approach.
Grading Basis: Graded
Units of Lecture: 3
Offered: Every Fall - Even Years
Student Learning Outcomes
Upon completion of this course, students will be able to:
1. construct and mathematically analyze basic time series models (white noise, random walk, moving average), apply the time domain (SARIMA, GARCH) and spectral domain (Fourier analysis, spectral filtering) modeling and verification approaches to a given time series.
2. Perform second-order forecasting and forecast quality assessment for a given time series.
3. implement essential time series analyses in a professional statistical package, perform independent time series analysis projects, write project reports and present the results to a professional audience, and Independently build time series analysis proficiency using professional literature.
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