Mathematics 53 - Time Series

Institution:

CUNY Brooklyn College

Subject:

Description:

4 hours; 4 credits The basics of time series analysis. Graphical displays, autocorrelation and cross-correlation functions, correlograms. Auto-regressive models, moving average models, integrated models, ARIMA models. Exponential smoothing, Box-Jenkins method. Fourier analysis, periodogram analysis. Prerequisite: Mathematics 52.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.brooklyn.cuny.edu

Phone Number:

(718) 951-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.