STAT223: Time Series Analysis
Graduate level introductory course on time series data and models in the time and frequency domains: descriptive time series methods; the periodogram; basic theory of stationary processes; linear filters; spectral analysis; time series analysis for repeated measurements; ARIMA models; introduction to Bayesian spectral analysis; Bayesian learning, forecasting, and smoothing; introduction to Bayesian Dynamic Linear Models (DLMs); DLM mathematical structure; DLMs for trends and seasonal patterns; and autoregression and time series regression models.5 credits
| Year | Fall | Winter | Spring | Summer |
|---|---|---|---|---|
| 2022-23 |
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| 2021-22 |
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