Indiana University Bloomington

Psychological and Brain Science P657
Time Series

Offered: Spring, 2016
Capacity: 20
Sequence: grad stat course
Pre-Requisites: stat
Algebra Required: yes, proofs, sometimes for homework
Calculus Required: a little
Instructor: Jerome Busemeyer
Days Per Week Offered: 2 days a week, computer assignments in class
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
Applied/Theoretical: applied mostly some theory
Software: R, Stata
How Software is Used: data analysis
Problem Sets: bi weekly homework
Data Analysis: yes
Presentation: yes , final project
Exams: no