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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Summer 2021 Statistics S4221 section 001
Time Series Analysis

Call Number 11089
Day & Time
Location
TR 1:00pm-4:10pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Li Haoran
Type LECTURE
Method of Instruction On-Line Only
Course Description Prerequisites: STAT GU4205 or the equivalent. 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
Subterm 05/03-06/14 (A)
Department Summer Session (SUMM)
Enrollment 5 students (35 max) as of 1:16PM Saturday, December 4, 2021
Subject Statistics
Number S4221
Section 001
Division Summer Session
Open To Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies, Summer Session
Campus Morningside
Section key 20212STAT4221S001

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SIS update 12/04/21 13:16    web update 12/04/21 13:20