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Spring 2014 Statistics W4437 section 001
TIME SERIES ANALYSIS

Call Number 11071
Day & Time
Location
TR 7:40pm-8:55pm
209 Havemeyer Hall
Points 3
Approvals Required None
Instructor Hongzhong Zhang
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 95 students (100 max) as of 11:27PM Wednesday, July 30, 2014
Final Exam Day/Time May 15
R 7:10pm-10:01pm
Final Location 717 Hamilton Hall
Subject Statistics
Number W4437
Section 001
Division Interfaculty
Open To Columbia College, Engineering and Applied Science: Undergraduate, General Studies, School of Continuing Education, Global Programs, Graduate School of Arts and Science, School of the Arts, International and Public Affairs, Barnard, Engineering and Applied Science: Graduate
Campus Morningside
Section key 20141STAT4437W001

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SIS update 07/30/14 23:27    web update 07/31/14 15:03