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Statistics for Scientists & Engineers:

Time Series Analysis

Instructor: Nien-Fan Zhang
Textbook: A First Course in Time Series Analysis
Peter J. Brockwell & Richard A. Davis
Springer-Verlag, 1995
Format: 3 sessions
1 session/week
3 hours/session
Prerequisites: None
Registration Fee: $125.00 (includes textbooks & all other course materials)

This course will provide an introduction to time series analysis, with emphasis on the time domain approach. The course will cover basic concepts of stationary time series, time series models and forecasting, and time series model building, which includes

  1. model parameter estimation,
  2. model identification, and
  3. model diagnostic checking.

Check the SED Calendar for the current schedule of upcoming courses. If the course is not currently scheduled in the SED Calendar, please contact Nien-Fan Zhang for more information or to register scheduling requests.

Date created: 6/5/2001
Last updated: 6/22/2001
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