STAT4230-A Time Series Analysis (Spring 2023)
Course Details
Session, Dates: 1 (01/09/2023 - 04/28/2023)
Days: M W F
Time: 11:00 - 11:50 am
Location: Moon Campus
Room: Hale Center 303
Seats Available: 14 Seats
Credits: 3
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 study of autocorrelation, and the standard auto regressive integrated moving average (ARIMA) models.
Prerequiisite: STAT4250 3 Credits
Prerequiisite: STAT4250 3 Credits
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