Introduction to Time Series and Forecasting

MATH 546

Foundations of time series analysis and forecasting, bridging classical statistical methods with modern artificial intelligence. Covers stationarity, ARIMA/SARIMA models, volatility modeling (GARCH), and multivariate systems (VAR/Cointegration). Introduces deep learning architectures including RNNs, LSTMs, and Transformers for temporal data. Emphasis on practical implementation using Python for financial, biomedical, and environmental applications. Recommended prerequisite: Basic calculus, linear algebra, introductory statistics, and proficiency in Python programming.
Curriculum Codes
  • QC
  • QS
Cross-Listed As
  • IDS 546
Typically Offered
Fall Only