Subject: Subject Sylbus: Time Series and Forecasting - 096425

Time Series and Forecasting - 096425
Will not be given the year
Credit
Points
2.5
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
2 1      

Determination of the grade according to progress during the semester and a final examination.


Prerequisites: ( Stochastic Models in Oper.Research 094314
and Statistical Quality Assurance 096410 )


Stationarity, Auto-Correlation, Auto-Regression Processes, Moving Averages, Parameter Estimation, Yule-Walker Equations, Maximum Likelihood Estimation, Prediction, Spectral Representation, Spectral Estimation.




Textbooks
PublishedPublisherAuthorsBook
1976holdendayg. box and g. jenkinstime series analysis: forecasting and control

Created in 08/03/2021 Time 13:58:57