Course Description
Pre-Requisite(s):
SYS 6005 or equivalent, SYS 4021 or equivalent
An introduction to time series analysis and forecasting. Topics include exploratory data analysis for time-correlated data, time series modeling, spectral analysis, filtering, and state-space models. Time series analysis in both the time domain and frequency domain will be covered. Concentration will be on data analysis with inclusion of important theory.
