MA50005: Time Series And Forecasting
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| MA50005 | |
|---|---|
| Course name | Time Series And Forecasting |
| Offered by | Mathematics |
| Credits | 4 |
| L-T-P | 3-1-0 |
| Previous Year Grade Distribution | |
| {{{grades}}} | |
| Semester | Spring |
Syllabus
Syllabus mentioned in ERP
Prerequisites: MA22005/MA20002/MA20102Course ContentsClassical techniques of Time Series Analysis, Different Smoothing Techniques, General linear process, Autoregressive Processes AR(P), Moving average Process Ma(q): Autocorrelation, Partial autocorrelation and Spectrum, Identification in time domain, Forecasting, Estimation of Parameters, Model diagnostic checks, Use of time series techniques in Engg. Fields.