Time Series and Dynamic Models

STA 642

Statistical models for modeling, monitoring, assessing and forecasting time series. Univariate and multivariate dynamic models; state space modeling approaches; Bayesian inference and prediction; computational methods for fast data analysis, learning and prediction; time series decomposition; dynamic model and time series structure assessment. Routine use of statistical software for time series applications. Applied studies motivated by problems and time series data from a range of applied fields including economics, finance, neuroscience, climatology, social networks, and others. Instructor consent required. Prerequisite: Statistics 531, 532, 523L. Instructor: Staff

Enroll Consent

Instructor Consent Required

Prerequisites

Prerequisites: Statistical Science 531, 532, 523L

Curriculum Codes
  • QS
Typically Offered
Fall and/or Spring