MAT 3379 Introduction to Time Series Analysis
3 units
Mathematics
Faculty of Science
Time domain methods: detrending, dealing with non stationarity and seasonality; autoregressive moving average (ARMA) models: forecasting, estimation, diagnostics. Selected topics from: state space methodology, financial time series, time series regression, spectral domain. Time series data will be analyzed using software packages.
Components:
Laboratory
Lecture
Previously Offered Terms:
Winter
Summer
French Equivalent:
Organized
141 responses
4.11
/ 5
Clear Expectations
83 responses
4.42
/ 5
Learned a Lot
142 responses
4.21
/ 5
Recommend
59 responses
3.37
/ 5
Workload
59 responses
2.17
/ 5
Fair Assessments
141 responses