MATH 461 - Time Series

Institution:

College of Charleston

Subject:

Math

Description:

Time series are sequences of data points measured typically at successive uniform time intervals. They are used in signal processing, pattern recognition, econometrics, mathematical finance, weather forecasting, and control engineering. Time series analysis is a collection of methods for analyzing time series data in order to extract meaningful characteristics of the data. In this course we will study stationary processes, forecasting techniques, ARMA models, spectral analysis, non-stationary and seasonal models, and multivariate time series. NOTE: Please refer to the appropriate academic catalog for additional course information concerning prerequisites, co-requisites and course restrictions.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.cofc.edu

Phone Number:

(843) 953-5500

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.