Stationary, auto-regressive and moving-average series, Box-Jenkins methods, trend and seasonal effects, tests for white noise, estimation and forecasting methods, introduction to time series in the frequency domain. This course includes a scientific communication component.
Stationary, auto-regressive and moving-average series, Box-Jenkins methods, trend and seasonal effects, tests for white noise, estimation and forecasting methods, introduction to time series in the frequency domain. This course includes a scientific communication component.