| Call Number | 15182 |
|---|---|
| Day & Time Location |
TR 2:40pm-3:55pm 312 Mathematics Building |
| 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. 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 | 12 students (35 max) as of 3:06PM Tuesday, April 22, 2025 |
| 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 | 20243STAT4221W001 |