Fall 2025 Statistics GR5221 section 001

TIME SERIES ANALYSIS

Call Number 13777
Day & Time
Location
TR 2:40pm-3:55pm
To be announced
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
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 86 students (86 max) as of 3:06PM Tuesday, April 22, 2025
Status Full
Subject Statistics
Number GR5221
Section 001
Division Interfaculty
Open To GSAS
Note STAT MA students only.
Section key 20253STAT5221W001