Oct 20, 2019  
Rensselaer Catalog 2017-2018 
    
Rensselaer Catalog 2017-2018 [Archived Catalog]

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ISYE 6100 - Time Series Analysis


Study of time series data for both description and prediction. Main emphasis on the classical Box-Jenkins approach to model identification, estimation, and diagnosis. Includes an introduction to spectral analysis. Applications to real data series, including forecasting problems and empirical comparison of alternative approaches. Use of computer packages for time series analysis.

Prerequisites/Corequisites: Prerequisite: ISYE 4760 (MATP 4620) or equivalent.

When Offered: Upon sufficient demand.



Credit Hours: 3



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