36-728 TBD

6 units, Carnegie Mellon University

The course is designed for graduate students and advanced undergraduate students. It will introduce the analysis and some of the theory of sequences of serially-dependent random variables (known as time series). Students should already have learned mathematical probability and statistics, including multivariate and conditional distributions, linear regression, calculus, matrix algebra, and the fundamentals of complex variables and functions. The focus will be on popular models for time series and the analysis of data that arise in applications.

Prerequisites: 36-707 or 36-705

Offered: Spring 2027

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