QMM 452 - Forecasting

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Survey of time-series forecasting, including trend-fitting, exponential smoothing, decomposition, ARIMA, and neural nets. Econometric topics include seasonal binaries, autocorrelation, lagged variables, multicolinearity, causality tests, and vector autoregression. Industry case studies and discussion of current economic conditions and managerial implementation. Extensive use of computer packages. Frequent written projects and oral presentations.
Prerequisite(s): QMM 241 or QMM 250 or STA 226 with a minimum grade of 2.0 in each course.