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STAT GU4221 Time Series Analysis. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 or the equivalent.

Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course.

Fall 2018: STAT GU4221
Course Number Section/Call Number Times/Location Instructor Points Enrollment
STAT 4221 001/70513 M W 7:40pm - 8:55pm
614 Schermerhorn Hall
Thibault Vatter 3 16/35
Spring 2019: STAT GU4221
Course Number Section/Call Number Times/Location Instructor Points Enrollment
STAT 4221 001/22491 Sa 2:40pm - 5:25pm
Room TBA
Abolfazal Safikhani 3 15/25
STAT 4221 002/60844 T Th 7:40pm - 8:55pm
Room TBA
Rongning Wu 3 25/25

Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/statistics/

The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu

Mathematics-Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/mathematics-statistics/

Director of Undergraduate Studies: Prof. Ovidiu Savin, 409 Mathematics; 212-854-8233; savin@math.columbia.edu

Statistics

http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/

...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...

Statistics

http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/

...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...

Mathematics

http://bulletin.columbia.edu/columbia-college/departments-instruction/mathematics/

...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...

Applied Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/applied-mathematics/

...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...

Computer Science - Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/computer-science-mathematics/

...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...

Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/mathematics/

...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...