Statistics 248 - Some tentative Details - Spring
2016
Analysis of Time Series
Subtitle. Random Process Data Analysis: Models and
Methods
Meant for. Graduate students in Statistics and other
Departments.
Instructor. David Brillinger,
brill@stat.berkeley.edu
Office hours: Wednesday 15:00 - 18:00 (or sunset if it is earler)
in 417 Evans
GSI. Suzette Puente
Office Hours TBA
Classes. Tu Th 11:00 - 12:30 in 330 Evans
Lab
Section. Friday 15:00 to 17:00 334 Evans [May change]
Lab
website. TBA
Course
Homepage. www.stat.berkeley.edu/~brill/Stat248/index2016.html
[In preparation] See also 248 bCourses site
Sylabus. [In preparation]
Texts: R. H. Shumway and D. S. Stoffer (2011). Time Series Analysis and Its Applications with R Examples. Available electronically via OskiCal and
by purchase from Springer for $24.95.
Shumway and Stoffer EZ
Douc, Moulines and Stoffer (2014) Nonlinear Time Series
Supplimentary texts: D. R. Brillinger, Time Series: Data Analysis and Theory, SIAM.
Particularly Addendum
Available electronically via OskiCal
P. Guttorp,
Stochastic Modelling of Scientific Data,
Chapman and Hall. Available electronically: http://www.download-genius.com/download-k:Stochastic%20Modeling%20of%20Scientific%20Data.html?aff.id=6253
[In preparation]
Proposal and Project
details. [In preparation]
Some previous paper titles. [In preparation]
Prerequisites. Probability and statistical inference
background
The course. Time series, {X(t)}, will be defined in a broadly. “time”
may take values in Rk or be function-valued. The values of X
may be in other than Rl
Course materials will be
directed towards students carrying out an analysis of pertinent scientific data
using methods covered in the course (or others agreed upon with the Instructor).
The resulting scientific paper prepared constitutes the final exam for the
course.
The Lab. Will
cover pertinent material from the statistical package R, particularly the time
series functions, and will help students realize their time series papers, for t in R.
R time series issues. (Stoffer) www.stat.pitt.edu/stoffer/tsa2/Rissuess.htm
The grade. Will come from a combination
of a Scientific Paper Proposal and an independent scientific paper.
The Proposal is due Tuesday
March 29 at class and the Paper is
due Monday May 9, by 3pm, under my
office door, 417 Evans or in 367 Evans.
NOTE. Materials will be
added, and some changes introduced, to this page as the semester progresses.
17 January 2016