STAT4230-A Time Series Analysis (Spring 2021)
Course Details
Session, Dates: 1 (01/19/2021 - 04/30/2021)
Days: M W F
Time: 01:00 - 01:50 pm
Location: Moon Campus
Room: Business School 118
Seats Available: Course Full, Choose another
Credits: 3
Virtual Rotation (details)
Course Description
This course introduces the mathematical and statistical foundations necessary for the study of time dependent sets, more commonly referred to as time series. The estimation of model parameters and the application of the models to forecasting constitute the main themes of the course. Specific topics include smoothing techniques, the tudy of autocorrelation, and the standard auto regressive integrated moving average (ARIMA) models.
Prerequiisite: STAT4250
Prerequiisite: STAT4250
Course Materials
About the Instructor(s)
Qian Zhao, Ph.D.
zhao@rmu.edu
412-397-4065 phone
John Jay 316
Profile
Associate Professor of Actuarial Science
Mathematics
zhao@rmu.edu
412-397-4065 phone
John Jay 316
Profile