CS637 Time Series and Forecasting

This course is designed for the student who has completed a one-year sequence in calculus-based probability theory and mathematical statistics. The main objective is to present statistical methods used to analyze data consisting of measurements made over a specified period of time. This course will also provide an introduction to the wide range of statistical techniques available for making predictions and statistical forecasting including decomposition of time series, regression analysis, and time-series regression models. Students will be assigned computer projects using appropriate statistical software.

Credits

4