Random Process Data Analysis (4)
& Reader
Positions
Classes: MWF 1300-1400 in 330 Evans
Lab Section: Fri 1100-1300 in 330 Evans
Statistical methods for the analysis of time series and related random process data.
Meant for graduate students in Statistics and other Departments.
The cases of point processes, time series, spatial processes and spatial-temporal processes will be covered simultaeously and comparatively. Specific sections of the course are: Introduction, Operations/systems, Stochastics, Empirical analysis, Other types of process data, Conclusions. There will be examples from a variety of scientific and technological fields.
Text for lab:W.N. Venables and B.D. Ripley (1999) Modern Applied Statistics with S-Plus. Springer.
Prerequisites:Statistics 101&102 OR 134&135 or equivalents. Elementary analysis and linear algebra. People wishing to focus on time series alone are advised to take Statistics 153.
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:Thursday 1500-1700. In 417 Evans.
GSI: Chad Schafer
Office Hours: W 1400-1500 and F 1000-1100.
Course homepage: http://www.stat.berkeley.edu/~brill/Stat248/index.html
Section homepage: Click here
3/21/2001