Statistics 248 - Some Details - Spring 2013

Analysis of Time Series

Subtitle: Random Process Data Analysis: Models and Methods

Slides for Chapter 1

Slides for Chapter 2

Chapter 4

Figures from March 8

Notes from March 12

Recife example

Notes from March 20

April 2 ppt's

April 4 ppt's

April 9 ppt

April 11 ppt

April 16 ppt

April 18 ppt

April 18 ppt

April 26 - volatility

point process volatility

May 1 ARCH1

April 30 - River wavelets

Encyclopedia article on Exploratory Data Analysis

Meant for graduate students in Statistics and other Departments.

Instructor: David Brillinger, brill@stat.berkeley.edu
Office hours: Wednesday 15:00 - 17:30 (or sunset if it is earler) in 417 Evans

GSI: Tessa Childers-Day
Office Hours TBA
Tues 3:30-4:30 in 387 Evans
Thur 1:00-2:00 in 307 Evans

Classes: Tu Th 2:00 - 3:30 in 334 Evans

Lab Section: Friday 10:00 to 12:00 334 Evans

Lab website: http://www.stat.berkeley.edu/~tchilders/stat248/stat248.html

Course Homepage: www.stat.berkeley.edu/~brill/Stat248

Syllabus selected from Contents

Text: R. H. Shumway and D. S. Stoffer (2011). Time Series Analysis and Its Applications with R Examples.

Supplimentary texts: D. R. Brillinger, Time Series: Data Analysis and Theory, SIAM.

It is available electronically via OskiCal

P. Guttorp, Stochastic Modelling of Scientific Data, Chapman and Hall.

web partial version

Proposal and Project details

Some previou Project titles

Prerequisites: Statistics 134&135 or equivalents.

The course work will be directed towards the students preparing an analysis of pertinent scientific data using the methods covered in the course. The project constitutes the final exam for the course.

The Lab will be directed to teaching the pertintent material concerning the statistical package R, particularly the time series functions, and to helping the students with realizing their projects.

Some R time series issue (Stoffer)

The grade will come from a combination of a Project Proposal and an Independent Project.

The Proposal is due March 14 at class and the Project is due May 9 under my office door, 417 Evans.

NOTE. Materials will be added to this page as the semester progresses.

May 2 2013

brill@stat.Berkeley.EDU