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Spring 2013 Statistics W4437 section 001 TIME SERIES ANALYSIS | |
| Call Number | 28478 |
| Day & Time Location |
TR 7:40pm-8:55pm 702 Hamilton Hall |
| Day & Time Location |
TTRTRTR 7:40pm-8:55pm 329 Pupin Laboratories |
| Points | 3 |
| Approvals Required | None |
| Instructor | Michael Hogan |
| Type | LECTURE |
| Course Description | Prerequisites: STAT W4315 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 | CourseWorks |
| Department | Statistics |
| Enrollment | 18 students (75 max) as of 12:21AM Saturday, May 18, 2013 |
| Final Exam Day/Time | May 16 R 7:10pm-10:00pm |
| Final Location | 702 Hamilton Hall |
| Subject | Statistics |
| Number | W4437 |
| Section | 001 |
| Division | Interfaculty |
| Open To | Columbia College, Engineering and Applied Science, General Studies, School of Continuing Education, Graduate School of Arts and Science, School of the Arts, International and Public Affairs, Barnard, Engineering and Applied Science: Graduate |
| Campus | Morningside |
| Section key | 20131STAT4437W001 |
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