| Call Number | 13389 |
|---|---|
| Day & Time Location |
TR 6:10pm-7:25pm 501 Schermerhorn Hall [SCH] |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Rongning Wu |
| Type | LECTURE |
| Method of Instruction | In-Person |
| 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 | 46 students (86 max) as of 9:07PM Wednesday, May 1, 2024 |
| Subject | Statistics |
| Number | GR5221 |
| Section | 001 |
| Division | Interfaculty |
| Open To | GSAS |
| Campus | Morningside |
| Note | STAT MA students only. |
| Section key | 20233STAT5221W001 |