Yuhong Yang, 376 Ford Hall
Email: yyang@stat.umn.edu, Phone: 612-626-8337
MWF 11:05-12:00
Xiaoqiao Wei, 471 Ford Hall
Email: xiaoqiao@stat.umn.edu, phone: 612-625-1540
Office hour (352 Ford Hall): Thursdays 12:00-2:00 pm
R.H. Shumway and D.S. Stoffer (2006), Time Series Analysis & Its Applications: With R Examples (Second Edition), Springer.
This course will cover elements of time series analysis, including ARIMA models, state space models, forecasting, frequency domain methods and other topics (time permitting). The focus will be more on methodology and data analysis with statistical software R than theory.
Midterm exam: 35%; Homework: 25%; Final Project: 40%
Homework will be assigned on a bi-weekly basis and it is due on M in class meetings. No late homework will be accepted without official excuse. It is possible that only part of the assigned problems will be graded. It is fine for students to work together on homework problems, but write-up of the solutions must be done independently.
Midterm: Friday, Feb 27, 2009
Make-up exam will not be arranged without compelling reasons such as emergency medical conditions and family emergencies (proper documents must be submitted). If the exam date above overlaps with another exam you have, you need to inform the instructor and resolve this by the first 3 weeks of class.
University and department policy is that ``I'' grades are used only when there is a small amount of unfinished work that the student can complete on his or her own before the end of the following semester, when there was a legitimate excuse why the work could not be done on time, and when arrangements have been made with the instructor as to when the work will be done. ``I'' grades are not given when there is a large amount of work undone and the student would need to attend the class in the next semester to learn the material.
This publication/material, and all other handouts in Statistics 8511, is available in alternative formats upon request. Please contact Mary, School of Statistics, 313 Ford, 625-7300.
Students will frequently receive email from the instructor regarding homework assignment (hints, suggestions, etc.) and announcements.