OA4308 Time Series Analysis

(Same as MA4304.) Second order stationary processes. Harmonic analysis of correlation functions. Filters and spectral windows. Ergodic properties. Problems of inference in time series analysis. Box-Jenkins techniques. Introduction to the analysis of multivariate processes.

Prerequisite

OA3103, OA3301

Lecture Hours

4

Lab Hours

0

Quarter Offered

  • As Required