Spring 2024 Statistics GU4221 section 001

TIME SERIES ANALYSIS

Call Number 13633
Day & Time
Location
S 10:10am-12:40pm
301 Uris Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Franz Rembart
Type LECTURE
Method of Instruction In-Person
Course Description 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
Department Statistics
Enrollment 6 students (25 max) as of 9:04AM Wednesday, December 4, 2024
Subject Statistics
Number GU4221
Section 001
Division Interfaculty
Open To Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies
Section key 20241STAT4221W001