STSCI 4550 - Applied Time Series Analysis

(crosslisted) ILRST 4550, ORIE 5550

Spring. 4 credits. Letter grades only.

Prerequisite: STSCI 3080 or

, STSCI 4030 (or equivalent) or permission of instructor.

D. Matteson.

Introduces statistical tools for the analysis of time-dependent data. Data analysis and application will be an integral part of this course. Topics include linear, nonlinear, seasonal, multivariate modeling, and financial time series.