CS 611 - Time Series Analysis

Prerequisite, MATH 361, or instructor consent. This course will provide a graduate level introduction to theory and applications of classical and modern methods for Time Series analysis. Main concepts such as stochastic processes, stationarity, invertibility, convergence, prediction and estimation will be studied from a more mathematically solid viewpoint. Examples and real-life datasets will be provided to clarify the concepts and underline connections with related topics and current research. Data analyses will be performed using the statistical software package R. We will be emphasizing the statistical knowledge, software implementation and scientific problem selection that would assist you to write publication quality research papers. Letter grade. (Offered spring semester.) 3 credits