MATH 545 Introduction to Time Series Analysis (4 credits)

Overview

Mathematics & Statistics (Sci) : Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.

Terms: Winter 2025

Instructors: Stephens, David (Winter)

• Prerequisite: MATH 324 or MATH 357 or equivalent