Summer 2023 Statistics S5221 section 001

Time Series Analysis

Call Number 10249
Day & Time
Location
MW 1:00pm-4:10pm
330 Uris Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
Type LECTURE
Method of Instruction In-Person
Course Description Open to MA students in Statistics only 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 05/22-06/30 (A)
Department Summer Session (SUMM)
Enrollment 9 students (15 max) as of 5:06PM Wednesday, June 19, 2024
Subject Statistics
Number S5221
Section 001
Division Summer Session
Open To GSAS
Campus Morningside
Note Statistics MA students only
Section key 20232STAT5221S001