Autocorrelation and autocovariance, stationarity; ARIMA models; model identification and forecasting; spectral analysis. Applications to biological, physical and economic data. (Offered jointly with STAT-464.) Three term-hours, fall; lectures.
Autocorrelation and autocovariance, stationarity; ARIMA models; model identification and forecasting; spectral analysis. Applications to biological, physical and economic data. (Offered jointly with STAT-464.) Three term-hours, fall; lectures.
