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Science - Course - Stochastic Models and Forecasting

  • Course Code: STAT616
  • Credits: 3
  • Hours Distribution: (3crs.)
  • Course Type: Pathway: Finance (PF)

Course Description

This course is designed to introduce students to ideas of stochastic modeling and forecasting in the context of practical problems in industry, business and science. Topics: Autocorrelation Function and Spectrum of Stationary Processes, Linear Stationary Models, Linear Non-stationary Models, Forecasting, Model Identification, Model Estimation, Model Diagnostic Checking, Seasonal Models, Nonlinear and Long Memory Models. Textbook: Time Series Analysis, Fourth Edition.