课程代码：120463A                                Course Code：120463A

课程名称：时间数列分析                       Course Name：Analysis and application of time series

学时：48=32+16                                       Periods：48=32+16

学分：3                                                     Credits：3

考核方式：考试                                       Assessment：Examination

先修课程：概率统计                                Preparatory Courses：Probability and statistics

所谓时间数列，又称动态数据，指的是一组按时间顺序排列的数字序列，该课程以Hibert空间的基本理论和方法为基础，阐述了时间数列的时域分析和频域分析的基本理论和方法，阐明地论述了建模和预报中分析问题、解决问题的主要思路和方法，主要内容包括（1）Hibert空间；（2）平稳ARMA过程；（3）平稳过程的预报；（4）渐进理论；（5）ARMA模型的估计；（6）ARIMA过程的建模和预报。

Time series, also called dynamic data, refers to a group of chronological sequence of numbers. The curriculum is based on the basic theory and method of Hibert space, describes the basic theory and method of time domain analysis and frequency domain analysis of time series, it discusses the main ideas and methods of analysis, modeling and forecasting problems, including (1) Hibert (2) stationary ARMA process; (3) the prediction of stationary process; (4) asymptotic theory; (5) estimation of ARMA model; (6) modeling and prediction of ARIMA process.