Course Detail
| Course Title | Time Series Analysis |
| Course Code | ICMA 344 |
| Credit | 4 |
| Semester Offered | 1, 2, 3 |
| Duration of Courses | |
| Degree | Undergraduate |
| Programme | Bachelor of Science in Applied Mathematics (International Program) |
| Course Description | Basic principles of representing time series in both the time and frequency domains; Box and Jenkins technique of fitting data to autoregressive moving average models in the time domain; model construction; evaluation and forecasting; analysis of time domain and digital filtering; methods of estimating and interpreting the spectrum. |
| Prerequisite | ICSC 303 |
| Other Description | |
| Language of Instruction |