Course No:           Act 632

Course Name:      Time Series Analysis & Forecasting - 2

Course Description:      

Identification, Estimation and Diagnostic Techniques for ARMA and ARIMA Models. Seasonal ARIMA models. Exponential Smoothing and ARIMA models. Introduction to spectral analysis. Transfer function models. State Space models and Kalman filters. Design of Feed Forward and Feed backward Control Schemes.

Course Review:

This course equips the students with the identification, estimation and diagnostic techniques for ARMA and ARIMA models, seasonal ARIMA models, and Exponential Smoothing. Introduction to spectral analysis, transfer function models, state space models and Kalman filters, design of feed forward and feed backward control schemes.