Analysis of Time Series
Subtitle: Random Process Data Analysis: Models and Methods
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.
It is available electronically via OskiCal and may be purchased from Springer for $24.95.
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.
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.
5 February 2013