Spring 2023 Statistics GU4221 section 001

TIME SERIES ANALYSIS

Call Number 14253
Day & Time
Location
TR 6:10pm-7:25pm
301 Uris Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Gabriel Young
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 14 students (25 max) as of 2:05PM Friday, April 26, 2024
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 20231STAT4221W001