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Fall 2014 Statistics W4437 section 001
TIME SERIES ANALYSIS

Call Number 19537
Day & Time
Location
TR 7:40pm-8:55pm
To be announced
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 38 students (75 max) as of 12:21AM Friday, August 1, 2014
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 20143STAT4437W001

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SIS update 08/01/14 00:21    web update 08/01/14 07:34