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Time Series Analysis
March 1, 2023 @ 10:00 am - 4:00 pm
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This course will be a brief and thorough introduction to modern methods of time series analysis. Topics to be covered include elementary time series models, trend and seasonality, stationary processes, autoregressive/integrated/moving average (ARIMA) processes, fitting ARIMA models, forecasting, spectral analysis, the periodogram, spectral estimation techniques and multivariate time series. Additional topics may be covered if time permits.