Statistics 344TM - Seminar in Statistics and Scientific Research: 'Time Series Analysis'

Time Series Analysis

Laurie Tupper

MWF 03:15PM-04:30PM

Mount Holyoke College
Kendade 203
Time series -- data collected across time -- show up in a vast range of application areas, from climate to economics to music. But they can have special behaviors, like seasonality, memory, and directionality, that require some special treatment! We'll look at tools for describing, modeling, and predicting time series behavior. Topics include decomposition, ARIMA, exponential smoothing, dynamic regression, and a foray into the frequency domain. We'll apply these concepts using real datasets in R.

Prereq: STAT-242 and MATH-211.

Permission is required for interchange registration during the add/drop period only.