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Fall 2022 Statistics GU4221 section 001
TIME SERIES ANALYSIS

Call Number 13803
Day & Time
Location
MW 2:40pm-3:55pm
301 Pupin Laboratories
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
Type LECTURE
Method of Instruction In-Person
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 13 students (35 max) as of 5:33PM Monday, September 26, 2022
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 20223STAT4221W001

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SIS update 09/26/22 17:33    web update 09/26/22 21:16