MTH 421 - Time Series Analysis

Institution:

Cleveland State University

Subject:

Description:

Prerequisite: MTH 347 with a grade of “C” or better or permission of instructor. The course covers techniques of modeling data that are collected sequentially. Topics include a review of basic ideas of modeling a continuous variable, time series regression, autocorrelation, decomposition methods, exponential smoothing, ARMA (Autoregressive Moving Average) models, and ARIMA (Autoregressive Integrated Moving Average) models. The course uses a statistical programming language. Data from a variety of fields will be studied. Counts toward the statistics minor; does not count toward the minor, B.A., or B.S. in Mathematics.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.csuohio.edu/

Phone Number:

(216) 687-2000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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