School of Data Intelligence and Technology
Undergraduate

Term: Spring 2026
Session: Full Term (Jan 20 - May 08)
Start Date: Tuesday, Jan 20, 2026
End Date: Friday, May 08, 2026
Availability: On Campus
Day(s): Mon./Wed./Fri.
Time: 01:00 PM to 01:50 PM

This course introduces the mathematical and statistical foundations necessary for the study of time dependent sets morecommonly referred to as time series. The estimation of model parameters and the application of the models to forecastingconstitute the main themes of the course. Specific topics include smoothing techniques stationary and non-stationarystochastic processes the study of autocorrelation the standard autoregressive integrated moving average (ARIMA) modelsand time-varying heteroscedasticity models. This course prepares students for the Statistics for Risk Modeling (SRM) Examoffered by the Society of Actuaries and is one of the three courses participating in the University-Earned Credit (UEC)program with credit for the SRM examPrerequiisite: STAT42503 Credits