MATH 265 - Time Series Theory and Methods

3 units
Analysis of correlated data in time, trends, seasonal patterns, periodicity, autocorrelation, spectral/frequency analysis, filtering, ARIMA models, state-space models, forecasting. Applications from various fields including economics, signal processing, finance, atmospheric science.

Prerequisite(s): MATH 261A with a grade of “B” or better
Grading: Graded

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