STAT 910 - Forecasting and Time Series Analysis

Institution:

University of Pennsylvania

Subject:

Description:

Stine. Prerequisite(s): STAT 511 or 541 or equivalent. Fourier analysis of data, stationary time series, properties of autoregressive moving average models and estimation of their parameters, spectral analysis, forecasting. Discussion of applications to problems in economics, engineering, physical science, and life science.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.upenn.edu

Phone Number:

(215) 898-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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