| Call Number | 14041 |
|---|---|
| Day & Time Location |
S 10:10am-12:40pm To be announced |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Franz Rembart |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Prerequisites: STAT GR5205 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 | 45 students (125 max) as of 11:06AM Tuesday, December 3, 2024 |
| Subject | Statistics |
| Number | GR5221 |
| Section | 001 |
| Division | Interfaculty |
| Open To | GSAS |
| Note | STAT MA students only |
| Section key | 20251STAT5221W001 |