The Analysis of Time Series (4)
Course homepage: http://www.stat.berkeley.edu/~brill/Stat248/index.html
Classes: TuTh 1400-1530 in 221 Wheeler
Lab Section: Fri 1100-1300 in 330 Evans
Meant for graduate students in Statistics and other Departments.
Texts:
Brillinger, D. R. (2001). Time Series Data Analysis and Theory. SIAM Reprint.
Guttorp, P. (1995). Stochastic Modeling of Scientific Data. Chapman & Hall.
Text for Lab: W.N. Venables and B.D. Ripley. Modern Applied Statistics with S-Plus, Springer. A recent edition.
The statistical packages R and Splus will be used. Some may choose to use Matlab.
The first 5 weeks will cover the basics of time series analysis, both time domain and frequency domain. The elements of this are in the Brillinger book. The remainder will cover the topics in the Guttorp book.
The course work will be directed towards the students preparing an analysis of scientific data using the methods covered in the course.
The grade will come from a combination of a Project Proposal and an Independent Project.
Prerequisites: Statistics 101&102 or 134&135 or equivalents.
Instructor: David R. Brillinger
Office Hours:Tues 1530-1800. In 417 Evans.
GSI: Srikesh Arunajadai
Office Hours Wed 1000-1200. In 387 Evans.
Some specifics of the course and the project
1/22/2005