Directory of Classes
NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information.

Fall 2014 Statistics W4437 section 001
TIME SERIES ANALYSIS

Call Number 19537
Day & Time
Location
TR 7:40pm-8:55pm
312 Mathematics Building
Points 3
Approvals Required None
Instructor Giovanni Motta
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 26 students (116 max) as of 11:27PM Thursday, October 23, 2014
Final Exam Day/Time
R 7:10pm-10:00pm
Final Location 312 Mathematics Building
Subject Statistics
Number W4437
Section 001
Division Interfaculty
Open To Barnard, Columbia College, Engineering and Applied Science: Undergraduate, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, General Studies, International and Public Affairs, School of Continuing Education
Campus Morningside
Section key 20143STAT4437W001

Home      About This Directory      Online Bulletins      ColumbiaWeb
SIS update 10/23/14 23:27    web update 10/24/14 07:33