Statistics 6871: Course Description

In this course we will cover the fundamentals of Statistical Time Series analysis, the study of correlated random variables over time.  Descriptive methods will be introduced to describe trends, seasonal patterns, and autocorrelation in time series data.  Time Domain Methods of analysis such as Autoregression and ARIMA modeling will be presented.  Frequency Domain Methods will also be covered.  The class will be roughly split between the discussion of theory and computer applications of the methods to real data. Examples will come from such fields as Economics, Biology, Medicine, Seismology, and Engineering.