Prerequisite: ST 512
An introduction to use of statistical methods for analyzing and forecasting data observed over time. Trigonometric regression, periodogram/spectral analysis. Smoothing. Autoregressive moving average models. Regression with autocorrelated errors. Linear filters and bivariate spectral analysis. Stress on methods and applications; software implementations described and used in assignments.
| SECTION | INSTRUCTOR | BUILDING | TIME | DAYS | AVAILABILITY | ENROLLMENT |
|---|---|---|---|---|---|---|
| 001 | Lahiri,Soumendr | 01216 SAS Hall | 01:30PM-02:45PM | TTh | AVAILABLE | 54/56 - Open |
