Directory of Classes

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


Spring 2021 Statistics GU4221 section 001
TIME SERIES ANALYSIS

Call Number 13157
Day & Time
Location
TR 6:10pm-7:25pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
Type LECTURE
Method of Instruction On-Line Only
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 12 students (25 max) as of 9:06PM Friday, November 26, 2021
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 20211STAT4221W001

Home      About This Directory      Online Bulletins      ColumbiaWeb      SSOL
SIS update 11/26/21 21:06    web update 11/26/21 21:23