TIME SERIES AND DYNAMIC MODELS

STA 642

Statistical models for modeling, monitoring, assessing and forecasting time series. Univariate and multivariate dynamic models; state space modeling approaches; Bayesian inference and prediction; computational methods for fast data analysis, learning and prediction; time series decomposition; dynamic model and time series structure assessment. Routine use of statistical software for time series applications. Applied studies motivated by problems and time series data from a range of applied fields including economics, finance, neuroscience, climatology, social networks, and others. Instructor consent required. Instructor: West

Day / Time: 

F 08:30 AM-11:15 AM

Location: 

Perkins 088

Instructor: 

West, Mike

Section: 

01