STAT 303: Time Series Analysis

Number of Sections: 1 | Days and Times: Wednesdays & Fridays (13:30-15:10 ICT)

Authors

  • Dr. Mohamed Megheib

Course Description

The course will introduce students to a basic introduction to modern time series analysis. The course will cover topics such as time series regression and exploratory data analysis, Fourier analysis, ARMA/ARIMA models, model identification/estimation/linear operators, spectral estimation, and state space models. 

The analyses will be performed using a freely available package ​astsa​. Both R and RStudio will be required for this class.

Prerequisites: 

STAT 100: Introduction to Statistics

CS 251: Statistical Programming with R

Published

2024-12-13

Issue

Spring 2025 Course Catalog

Broad Disciplines

MATHEMATICS AND SCIENCES