STA457H5 • Applied Time Series Analysis

This course develops the theory and methodology for the statistical analysis of time series. The methods may be broadly characterized as time domain methods based on correlation (Box-Jenkins), or frequency domain methods based on a decomposition of the series into cycles (Fourier). The course develops both of these to the point where they may be applied using standard statistical software. Model identification, estimation and forecasting are discussed. Applications in social and physical sciences are used.

Priority is given to students enrolled in Applied Statistics Specialist or Major programs.
In Class
Statistics, Applied