Analysis of Time Series (4)
Classes: MWF 1300-1400 in 1011 Evans
Lab Section: Wednesday 1400-1600 in 1011 Evans
Statistical methods for the analysis of time series and related random process data.
Meant for graduate students in Statistics and other Departments.
The course will follow the Table of Contents of the 1991 Harvey book, but will update the material with recent developments.
There will be examples from a variety of scientific and technological fields.
Text: A. C. Harvey (1991) Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge.
Text for lab:W.N. Venables and B.D. Ripley (1999) Modern Applied Statistics with S-Plus. Springer.
Prerequisites:Upper division course in statistics. Elementary analysis and linear algebra.
Some books:
Grading:The course grade will come from - the two reports, (each counting 1/3), the homeworks and the proposal material (together making up the remaining 1/3).
Instructor: David R. Brillinger
Office Hours:Tuesday 1500-1700. In 417 Evans.
GSI: Gillian Ward
Office Hours: To be announced
Course homepage: http://www.stat.berkeley.edu/~brill/Stat248/index.html
Section homepage: Click here
1/21/2000