STAT 6555 - Statistical Time Series Analysis

Units: 4
Analysis of correlated data in time, trends, seasonal patterns, periodicity, autocorrelation, spectral analysis, filtering, time domain versus spectral domain. Decomposition, autoregression, ARIMA, state-space models, forecasting. Applications to data in economics, engineering, seismology. Use of statistical software. Report writing. Prerequisites: One course in upper division statistics or probability and statistical computing or consent of instructor.