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Spring 2020 Statistics GR5221 section 002
TIME SERIES ANALYSIS

Call Number 16779
Day & Time
Location
TR 7:40pm-8:55pm
428 Pupin Laboratories
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
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 113 students (120 max) as of 8:02AM Sunday, February 23, 2020
Subject Statistics
Number GR5221
Section 002
Division Interfaculty
Open To GSAS
Campus Morningside
Note STAT MA students only
Section key 20201STAT5221W002

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SIS update 02/23/20 08:02    web update 02/23/20 17:19