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Course Discription |
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The course provides a basic introduction to modern time series analysis. Topics include time series regression and exploratory data analysis, model identification/estimation/linear operators, Fourier analysis, spectral estimation, and state-space models. Some important probability models for time series will also be covered such as stationarity, Moving Average (MA), Autoregressive (AR), Auto Regressive Moving Average (ARMA), and Auto-Regressive Integrated Moving Average (ARIMA) models. |