There is also a bCourses site that will be used for communicating.
Course website: www.stat.berkeley.edu/~brill/Stat153/index2015.html
INTRODUCTION TO TIMESERIES
Classes: TT 3:30-5:00 in 101 Moffitt
Lab sections TBA
The course.The concern will be with the stochastic modelling of data collected as a function of time. The emphasis will be on the practice and interpretation of the techniques.
Topics covered will include: univariate and bivariate, stationary and nonstationary processes in the time domain, autoregressive-moving average models, other time series models, the frequency domain.
The statistical package R will be introduced, in the lab, and employed throughout.
Prerequisites: Required Stat 134 , calculus, linear algebra.
The course grade
Based on the homeworks, the midterm, the proposal, and the final Paper specifically:
the larger of {Paper grade} and {.5*Paper+.3*Midterm+.15*Homework+.05*Proposal}
Discussion sessions
Each session there will have a homework/lab assignment. The solution is due the following week. The assignments will be made in the session.
The midterm
The midterm will be ? in class time. It will last 50 minutes. The midterm will have a similar format to last year's. It will cover the material up through a Chapter to be announced. There will be review in both the class ? and discussion sessions.
Lastyear's midterm: TB posted
Details re the proposal
Your proposal for the course Paper will be due ? in class.
The Paper
The Paper will constitute the FINAL EXAM for the course.It is due by 2:00 Monday MAY 11 or sooner. Slide under my office door or leave at 367 Evans.
In particular the number of pages in the Paper is to be 8 or fewer. The Paper is to contain both a time-side AND a frequency-side analysis of a bivariate or univariate time series. d) Start with "The scientific question motivating my work is . .. e) End with "The answer to my question is ..
The text
J D Cryer and K-S Chan (2008). Time Series Analysis: With Applications in R, Second Edition. Springer
It may be purchased for $24.95, free shipping, via Springer page
http://www.springerlink.com/content/w88341/#section=203548&page=1
It is also available electronically there
Website for the text: www.stat.uiowa.edu/~kchan/TSA.htm
Instructor: David R. Brillinger DRB Office Hours: TBA
GSI:TBA
GSI Office Hours:TBA
1/19/2015