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0331432 Time Series (3 Credit Hours)
Course Description :
Descriptive techniques; types of variations: trend, cycle and seasonal fluctuations, autocorrelation; probability models for time series; stationary processes; autocorrelation function; estimation in time domain; fitting an autoregressive process; fitting a moving average process; forecasting; box and Jenkin`s methods; stationary processes in the frequency domain; spectral analysis.
Department :
Mathematics
Program :
Bachelor%20of%20Mathematics
Course Level :
Bachelor
Course Outline :
0331432 New.pdf
School of Science
Department of Mathematics
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