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CSYS 253. Appl Time Series & Forecasting. 3 Credits.

Autoregressive moving average (Box-Jenkins) models, autocorrelation, partial correlation, differencing for nonstationarity, computer modeling. Forecasting, seasonal or cyclic variation, transfer function and intervention analysis, spectral analysis. Prerequisites: CE 211 or CE 225; or CE 141 or CE 143 with Instructor permission. Cross-listed with: STAT 253.