Introduction to Time Series Analysis. Lecture 1.

Introduction to Time Series Analysis. Lecture 1.

Peter Bartlett

1. Organizational issues.

2. Objectives of time series analysis. Examples.

3. Overview of the course.

4. Time series models.

5. Time series modelling: Chasing stationarity.

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Organizational Issues

? Peter Bartlett. bartlett@stat. Office hours: Tue 11-12, Thu 10-11

(Evans 399).

? Joe Neeman. jneeman@stat. Office hours: Wed 1:30¨C2:30, Fri 2-3

(Evans ???).

? ¡«bartlett/courses/153-fall2010/

Check it for announcements, assignments, slides, ...

? Text: Time Series Analysis and its Applications. With R Examples,

Shumway and Stoffer. 2nd Edition. 2006.

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Organizational Issues

Classroom and Computer Lab Section:

Friday 9¨C11, in 344 Evans.

Starting tomorrow, August 27:

Sign up for computer accounts. Introduction to R.

Assessment:

Lab/Homework Assignments (25%): posted on the website.

These involve a mix of pen-and-paper and computer exercises. You may use

any programming language you choose (R, Splus, Matlab, python).

Midterm Exams (30%): scheduled for October 7 and November 9, at the

lecture.

Project (10%): Analysis of a data set that you choose.

Final Exam (35%): scheduled for Friday, December 17.

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A Time Series

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A Time Series

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