MATH 8090 - Time Series Analysis, Forecasting and Control

3 Credits (3 Contact Hours)

Modeling and forecasting random processes; autocorrelation functions and spectral densities; model identification, estimation and diagnostic checking; transfer function models; feedforward and feedback control schemes. Students are expected to have completed a course in multivariable calculus and a course in introductory probability before enrolling in this course. Offered spring semester only.