MSDS 604 - Time Series Analysis

Unit(s): 2

A survey of the theory and application of time series models using R. Tools for model identi cation, estimation, and assessment are developed in depth. Trend and seasonal decomposition models (e.g., Box-Jenkins) are covered, as are smoothing techniques (e.g., Holt-Winters).

Restriction: Level Restricted to Graduate; Field of study restricted to Data Science Major
College of Arts and Sciences