Mar 29, 2024  
Graduate Catalog 2012 - 2013 
    
Graduate Catalog 2012 - 2013 [ARCHIVED CATALOG]

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MTH 521 - Time Series Analysis

(4 credits)
Prerequisite(s): 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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