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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.
Spring 2022: STAT GU4221
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Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
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STAT 4221 | 001/13856 | T Th 6:10pm - 7:25pm 207 Mathematics Building |
Gabriel Young | 3 | 12/25 |
Fall 2022: STAT GU4221
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Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
STAT 4221 | 001/13803 | M W 2:40pm - 3:55pm Room TBA |
Rongning Wu | 3 | 9/35 |
Statistics
Barnard College
http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/
The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu
Statistics
General Studies
http://bulletin.columbia.edu/general-studies/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
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/mathematics-statistics/
Director of Undergraduate Studies: Prof. Mu-Tao Wang, 514 Mathematics; 212-854-3052; mtwang@math.columbia.edu
Statistics
Columbia College
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
Columbia College
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
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/applied-mathematics/
...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...
Computer Science - Mathematics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/computer-science-mathematics/
...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...
Mathematics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/mathematics/
...Mathematics of Finance , STAT GU4261 Statistical Methods in Finance , and STAT GU4221 Time Series Analysis...