STAT 525 - Analysis of Time Series I
3 credits
Prerequisite
STAT 430 (Probability and Mathematical Statistics II).
Description
Trend and seasonality, stationary processes, Hilbert space techniques, spectral distribution function, fitting ARIMA models and linear prediction.
This course can be applied towards:
Important Information
After registering, visit the Statistics website for additional information about textbooks, creating your eID (if necessary), and accessing your course.
Textbooks and Materials
Tuition includes access to lecture recordings which are available by internet download or streaming video. Lecture recordings may also be available on DVD sets. To determine the viewing options available, please contact the Statistics Department's Degree Program staff at stats_ddp@mail.colostate.edu.
Instructors
F. Jay Breidt
(970) 491-6786
fjay.breidt@colostate.edu
F. Jay Breidt is professor and past chair in the Department of Statistics at Colorado State University. Dr. Breidt joined the Colorado State faculty in 2001 after serving on the faculty in the Department of Statistics at Iowa State University since 1991. His research interests include time series, environmental monitoring, and survey sampling. He is a fellow of the American Statistical Association, elected member of the International Statistical Institute, and winner of the 2004 Distinguished Achievement Award from the American Statistical Association (ASA) Section on Statistics and the Environment. He is a member of the Federal Economic Statistics Advisory Committee and regularly serves on panels for the National Academies of Science. He received his M.S.and Ph.D. in statistics at Colorado State.
Not Currently Available
Next offering? This course is offered every Fall.
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