( 第 7 讲 , 总第 34 讲 )

(Statistical Forum for Undergraduates)

题  目：ARMA Model and Its Application

时  间：2013年11月21日（周四）18:30

地  点：数学楼第六教室

主讲人：王芃芃(10统计)

摘  要：In the statistical analysis of time series, autoregressive-moving-average(ARMA) model is an important research method, which provides a description of stationary stochastic process. In this talk, we will make a simple introduction of ARMA model, talk about its properties and application in predicting future values. Some experiences with statistics and stochastic process are preferred, but not required.