Jun 23, 2018  
Graduate Catalog 2014 - 2015 
    
Graduate Catalog 2014 - 2015 [ARCHIVED CATALOG]

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MTH 521 - Time Series Analysis

(4 credits)
Prerequisite: MTH 567 or permission of instructor. The course will cover techniques of modeling data that are collected sequentially. Topics to be covered include a review of basic ideas of modeling a continuous variable, time series regression, autocorrelation, decomposition methods, ARMA (Autoregressve Moving Average) models, and ARIMA (Autoregressive Integrated Moving Average) models. The course will use a statistical programming language. The course will also require the completion of a time series analysis project. Data from a variety of fields will be studied. Credit cannot ve earned for this course if a student has already taken MTH 421.


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