STAT W4437x and y Time Series Analysis 3 pts. Prerequisites: STAT W4315 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.

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Spring 2014 :: STAT W4437
STAT
4437
11071
001
TuTh 7:40p - 8:55p
209 HAVEMEYER HALL
H. Zhang 95 / 100 [ More Info ]
STAT
4437
73549
002
Sa 1:10p - 3:40p
517 HAMILTON HALL
G. Motta 39 / 75 [ More Info ]
Autumn 2014 :: STAT W4437
STAT
4437
19537
001
TuTh 7:40p - 8:55p
TBA
G. Motta 35 / 75 [ More Info ]