(3 cr.) P: Consent of instructor. Techniques for analyzing data
collected at different points in time. Probability models,
forecasting methods, analysis in both time and frequency domains,
linear systems, state-space models, intervention analysis, transfer
function models and the Kalman filter. Topics also include:
Stationary processes, autocorrelations, partial autocorrelations,
autoregressive, moving average, and ARMA processes, spectral density
of stationary processes, periodograms and estimation of spectral
density.