STA6857 APPLIED TIME SERIES
(Fall 1995, M W F 10:40-11:30)
The purpose of this course is to survey the most commonly used
statistical methods for time series data. The basic topics are
Box-Jenkins model building in the time domain, spectral analysis in the
frequency domain and repeated measurements for many short time series.
This course will try to stay away from too much theory which emphasizes
rigorous proofs and too much computer package type
data analyses which emphasize quick outputs. The midroad this
course will take is to walk through the realm of time series with
intuition, simple mathematical deduction and applications. The generality
or rigor of proofs or complicated programming with long real data analysis will not be stressed.
GOAL AT THE END OF THIS COURSE
1. The ability to analyze simple time series data.
2. The ability to deduce simple new methodology with intuitive and
simulation support.
3. The ability to read current time series research papers in applied
areas.
PREREQUISITE STA4322 and Basic skills in using
a computer.
TEXTBOOK: P. J. Diggle ``Time Series - A biostatistical
introduction," Oxford Science Pub., 1990.
GRADING POLICY: Exercises: (40%), Midterm (30%), Final
(30%).
=9em
INSTRUCTOR: Mark Yang, 225 Floyd Hall, Tel 392-1941 ext
237.
e-mail yang@stat.ufl.edu
OFFICE HOURS: Wednesday &Thursday 1:30-3:30.