MA51117: Time Series And Forecasting Methods

MA51117
Course name	Time Series And Forecasting Methods
Offered by	Mathematics
Credits	4
L-T-P	3-1-0
Previous Year Grade Distribution
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Semester	Autumn

Syllabus

Syllabus mentioned in ERP

Prerequisite: Probability and StatisticsClassical 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 engineering fields.