The Analysis of Time Series (4)
Course homepage: http://www.stat.berkeley.edu/~brill/Stat248/index.html
Lab homepage: http://www.stat.berkeley.edu/~vqv/stat248
Classes: TuTh 1400-1530 in 330 Evans
Lab Section: Th 3:30-4:30 in 330 Evans, Fr 1:00-2:00 in 332 Evans
Meant for graduate students in Statistics and other Departments.
Text:
Shumway, R. H. and Stoffer, D. S. (2006). Time Series Analysis and Its Applications, Second Edition. Springer, New York.
Text for Lab: W.N. Venables and B.D. Ripley. Modern Applied Statistics with S-Plus, Springer. Most recent edition.
The basics of time-side and frequency-side time series, with extensions to other random processes.
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:Wed 1500-1730. In 417 Evans.
GSI Vince Vu
Some specifics of the course and the project
The digital rainbow: some history and applications of numerical spectrum analysis
10/18/2006