Time Series and Dynamic Models
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. Prerequisites: STA531, STA532, STA523L. One course / 3 units.