Introduction to Time Series (4)
Course website: www.stat.berkeley.edu/~brill/Stat153
Click for homework assignments
The course.The concern will be with the stochastic modelling of data collected in time. The emphasis will be on the practice and interpretation of the techniques.
Topics covered will include: stationary processes in the time domain, autoregressive-moving average models, other time series models, the frequency domain.
Classes: TT 1230-1400 in 310 Hearst Mining
Lab: Two sections. 1. M 11-1 340 Evans 2. W 11-1 340 Evans.
LABS MEET STARTING SEPTEMBER 8
Prerequisites: Courses in statistics, calculus, linear algebra
Specifically, Statistics 101 or Statistics 134 or consent of instructor is required.
Required text: C. Chatfield (2004). The Analysis of Time Series: An Introduction, Sixth Edition. Chapman and Hall.
The course grade will be the larger of (.25HW+.25MT+.5PROJECT) and PROJECT.
Homework problems will be assigned Tuesdays and solutions due in class the following Tuesday. No late homeworks will be accepted. The grader has other responsibilities.) Solutions will be posted in a display case, center corridor, 3rd floor Evans. See notes in the Homework file.
The Midterm will be inclass October 2 and will involve questions like those in the homeworks.
The Project will constitute the Final Exam for the course. It is due in the final class December 9.
Instructor: David R. Brillinger
Office Hours:Wednesdays 1500-1730, BUT NOT September 3. In 417 Evans.
GSI: Irma Hernandez
Office Hours: TBA
10/06/2008