STT 421 - Time Series Analysis

Topics include time series plot, exponential smoothing, decomposition of data into trend, seasonality, and random error, autocorrelation and the correlogram, stationary models: purely random process, AR, MA, ARMA models, non-stationary models: random walks, ARIMA models.

Prerequisite Courses: STT 301 or STT 315, or consent of the instructor.
Course Repeatability: Course may not be repeated.