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Spring 2020 Statistics GR5221 section 001
TIME SERIES ANALYSIS

Call Number 16777
Day & Time
Location
MW 6:10pm-7:25pm
501 Schermerhorn Hall [SCH]
Points 3
Grading Mode Standard
Approvals Required None
Instructor Li Haoran
Type LECTURE
Method of Instruction Classroom
Course Description Prerequisites: STAT GR5205 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 58 students (120 max) as of 3:03PM Wednesday, February 19, 2020
Subject Statistics
Number GR5221
Section 001
Division Interfaculty
Open To GSAS
Campus Morningside
Note STAT MA students only
Section key 20201STAT5221W001

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SIS update 02/19/20 15:03    web update 02/19/20 17:19