Sem: Time Series
Offered as MTH 391 and SDS 391. Time series refers to datasets where there is a sequential order for the observations. The primary objective of time series analysis is to develop mathematical models that characterize the relationship of observed time series data. Topics in this course include perspectives from linear regression (time dependent covariates or errors), nonparametric techniques (smoothing, moving averages, nearest neighbors), and time domain models (autoregressive and moving average models, and their extensions).