STA 6857 and STA 4930, Spring 2011

Applied Time Series and Forecasting

Instructor:

Dr. Hongwei Long, office: SE 268, phone: 297-0810, e-mail: hlong@fau.edu 

Course homepage: http://math.fau.edu/long/STA4930S11.htm

 

Time and Place:

MWF 1:00-1:50pm in SE 271.

 

Office Hours:

MWF 2:00-3:50pm in SE 268.

Other times by appointment or just stop by the office.

 

Textbook:

Introduction to Time Series and Forecasting, 2nd Edition, by Peter J. Brockwell and Richard A. Davis, Springer-Verlag, 2002.

 

Course Description:

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).

 

Course Objectives:

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).

 

Exams:

Midterm

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.

 

Assignments:

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:

Grading will be based on the following weighting:

30% Assignments

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.

 

Honor Code:

Students at Florida Atlantic University are expected to maintain the highest ethical standards. Academic dishonesty, including cheating and plagiarism, is considered a serious breach of these ethical standards, because it interferes with the University mission to provide a high quality education in which no student enjoys an unfair advantage over any other. Academic dishonesty is also destructive of the University community, which is grounded in a system of mutual trust and places high values on personal integrity and individual responsibility. Harsh penalties are associated with academic dishonesty. For more information, see http://www.fau.edu/regulations/chapter4/4.001_Honor_Code.pdf.

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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.

 


Word and PDF files

Homework Assignments

         Assignment 1

         Assignment 2

         Assignment 3

         Assignment 4

         Assignment 5

 

Last modified: March 25, 2011

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