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Spring 2020 Statistics GU4221 section 001
TIME SERIES ANALYSIS
Time Series Analysis

Call Number 46681
Day & Time
Location
MW 6:10pm-7:25pm
501 Schermerhorn Hall [SCH]
Points 3
Grading Mode Standard
Approvals Required None
Instructor Li Haoran
Type LECTURE
Method of Instruction Classroom
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 11 students (25 max) as of 3:03PM Wednesday, February 19, 2020
Subject Statistics
Number GU4221
Section 001
Division Interfaculty
Open To Barnard College, Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies, Professional Studies
Campus Morningside
Section key 20201STAT4221W001

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SIS update 02/19/20 15:03    web update 02/19/20 17:19