Indiana University Bloomington

Statistics S650
Time Series

Contact: jbusemey@indiana.edu
Offered: Spring, 2016
Website: http://mypage.iu.edu/~jbusemey/time/time_series.htm
Syllabus: No Syllabus Avaliable
Description: Purpose: Introduce students to linear dynamic systems theory, statistical models for time series data, and statistical tools for signal processing. Learn how to use time series and signal processing programs to analyze research data. Basic theory and computer examples will be presented by the instructor during lectures. Approximately biweekly homework assignments will be completed by students. These will be 5 minute classroom presentations by students.
Books: Shumway, Robert H., & Stoffer, David S. (2006) Time series analysis and its applications. Springer
Substantive Orientation: stat, psych, biology, physics,
Statistical Orientation: maximum likelihood
Software: R, Stata