Certificate in Data Analytics - Time Series Analysis STAT 4390   Time Series Analysis
CREDIT HOURS: 3
Time series analysis in both the time and frequency domain is introduced. The course is applied and students are required to develop their own computer programs in the analysis of real time series with an emphasis on oceanographic data. Topics to be discussed include the nature of time series, stationarity, auto and cross covariance, ARMA models, spectral analysis, and state space models (the Kalman filter and the particle filter).
FORMAT: Lecture
PREREQUISITES: STAT 3340.03, 3360.03, STAT 3460.03, or instructor's consent
CROSS-LISTING: OCEA 4210.03
EXCLUSIONS: OCEA 5210.03, STAT 5390.03