Time Series Analysis
2:40pm–3:55pm
INTERNATIONAL AFFAIRS BLDG IAB 417
Morningside
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
Prerequisites: STAT GU4205 or the equivalent. Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course
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Aggregated across every course Rongning Wu has taught.
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4.0 / 5 · Hard
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- Credits
- 3 credits
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