DSC
425:
Time Series Analysis and Forecasting
The course introduces students to statistical models for time series analysis and forecasting. The course topics include: autocorrelated data analysis, Box-Jenkins models (autoregressive, moving average, and autoregressive moving average models), analysis of seasonality, volatility models (GARCH-type, GARCH-M type, etc.), forecasting evaluation and diagnostics checking. The course will emphasize applications to financial data, volatility modeling and risk management. Real examples will be used throughout the course.
CSC 423 or DSC 423 or MAT 456 or consent is a prerequisite for this class.
Winter 2024-2025
Section:
801
Class number:
25074
Meeting time:
W
5:45PM
-
9:00PM
Location:
CDM 00226
at
Loop Campus
Spring 2023-2024
Section:
901
Class number:
35334
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00200
at
Loop Campus
Section:
930
Class number:
33239
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
Online: Sync-Classroom link
Spring 2022-2023
Section:
901T
Class number:
40376
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00200
at
Loop Campus
Section:
930
Class number:
40518
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
Online: Sync-Classroom link
Fall 2022-2023
Section:
701T
Class number:
18557
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00202
at
Loop Campus
Section:
710
Class number:
18558
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
Online: Sync-Classroom link
Spring 2021-2022
Section:
901T
Class number:
42336
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00200
at
Loop Campus
Section:
930
Class number:
42532
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
Online: Sync-Classroom link
Fall 2021-2022
Section:
701T
Class number:
4142
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
CDM 00202
at
Loop Campus
Section:
710
Class number:
4143
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
Online: Sync-Classroom link
CLOSED
Winter 2020-2021
Section:
801
Class number:
28534
Meeting time:
Tu
5:45PM
-
9:00PM
Location:
Online: Sync
Section:
810
Class number:
28535
Meeting time:
-
Location:
Online: Async (Sync-Option)