3 credits
Fall 2025 Lecture Distance Learning Upper DivisionData from last updated 10/2/2025
Fall 2025
Fall 2025 Instructors: ,
An introduction to time series analysis suitable for students of actuarial science, engineering, and the sciences. Model building and forecasting with ARMA and ARIMA models. Basic financial volatility models (ARCH and GARCH). Resampling methods for confidence intervals. Basics of spectral analysis, including spectral density estimation and periodograms.
Learning Outcomes1Manage time series data; extract subset of time series data.
2Visualize time series data.
3Understand trend and correlation.
4Model time series data.
5Forecast of time series data.
Prerequisites
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