Summer 2024 Statistics S4221 section 001

Time Series Analysis

Call Number 10231
Day & Time
Location
MTWR 6:15pm-7:50pm
707 Hamilton Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GU4205 or the equivalent. Prerequisites: STAT GU4205 or the equivalent. Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course.
Web Site Vergil
Subterm 05/20-06/28 (A)
Department Summer Session (SUMM)
Enrollment 1 student (25 max) as of 9:14PM Wednesday, November 20, 2024
Subject Statistics
Number S4221
Section 001
Division Summer Session
Section key 20242STAT4221S001