Oct 22, 2021  
2020-2021 University Catalog 
2020-2021 University Catalog [ARCHIVED CATALOG]

ST 401 - Time Series and Forecasting (cross-listed as DS 401)

The course will provide students with basic understanding of time series data and various components that could be present in data gathered through time. Popular statistical methods and the corresponding theory to model time series data are discussed and practiced on real and simulated data. Model selection and parameter estimation is discussed in conjunction with checking model assumptions. An adequate model is then used to make forecasts. 

Prerequisites & Notes
(Prerequisite: ST 331)

Credits: 3