ORIE 5550
Applied Time Series Analysis
Introduces statistical tools for the analysis of time-dependent data. Data analysis and application will be an integral part of this course. Topics include linear, nonlinear, seasonal, multivariate modeling, and financial time series.
Prerequisites & course information
background equivalent to: STSCI 3080; STSCI 4030 or ECON 3140; or permission of instructor.
Sources
- Course catalogue ↗2026-2027
- Catalogue entry ↗
Catalogue variants
- Applied Time Series Analysis · 4.0 · Graduate