QMM 5520 - Forecasting

(3 credits)

Survey of time-series forecasting methods used in business, including trends, exponential smoothing, decomposition, ARIMA, and neural nets. Econometric topics include seasonal binaries, autocorrelation, and lagged variables. Includes case studies and discussion of current economic conditions. Computer tools are used for individual and team projects.

Prerequisite(s): Student must meet prerequisite (QMM 5100) or have completed a course in statistics.

Comments: Formerly QMM 6520.

Course revisions made after the Graduate Catalog publication date will be posted in the Graduate Catalog Addendum.