Dr. Hongwei Long, office: SE 268, phone: 297-0810, e-mail: firstname.lastname@example.org
Course homepage: http://math.fau.edu/long/STA4930S11.htm
Time and Place:
MWF 1:00-1:50pm in SE 271.
MWF 2:00-3:50pm in SE 268.
Other times by appointment or just stop by the office.
to Time Series and Forecasting, 2nd Edition, by Peter J. Brockwell and Richard A. Davis, Springer-Verlag,
This course gives a basic introduction to time series and forecasting methods which can be applied to finance, economics, engineering, and the natural and social sciences. Topics covered include stationary processes, ARMA models, spectral analysis, modeling and forecasting with ARMA processes, and non-stationary and seasonal time series models (the first six chapters of the textbook).
The students will be able to understand and master some basic time series and forecasting methods with applications to data analysis.
Prerequisites: MAS 2103 and STA 4443 or equivalent (Minimum Grade C).
Friday, February 25, 1:00-1:50pm in class. Closed book exam.
Final (or Project)
Monday, May 2, 10:30-1:00 pm, location: SE 271. Closed book exam. The completed project can be submitted at any time before or on May 2.
There will be about six homework assignments. These will involve using methods presented in class to solve problems from the textbook. Assignments should be handed in on the due date. Late assignments will not be accepted.
Grading will be based on the following weighting:
30% Midterm exam
40% Final exam (or Project)
There will be no make-up midterm. If a student has an acceptable excuse for missing the midterm, the weight of the midterm will be shifted to the final. Make-up final exam will be given only under exceptional circumstance, and written, verifiable excuses must be provided.
Students with Disabilities:
In compliance with the Americans with Disabilities Act (ADA), students who require special accommodations due to a disability to properly execute coursework must register with the Office for Students with Disabilities (OSD) located in Boca Raton-SU 133 (561-297-3880), in Davie-MOD I (954-236-1222), in Jupiter- SR 117 (561-799-8585), or at the Treasure Coast- CO 128 (772-873-3305), and follow all OSD procedures.
· Homework Assignments
Last modified: March 25, 2011long