MATH 8090 Time Series Analysis, Forecasting and Control

Contact Information

Instructor: Whitney Huang
Email: wkhuang@clemson.edu
Office Hours:Tue. 9:15 am - 10 am, Wed. 2 pm - 3 pm, and Thurs 1:30 pm - 2:30 pm, and by appointment
Syllabus:Link

Announcements

  • Welcome to MATH 8090!

Schedule

Week Date Topic Slides Notes with R Code Homework Assignments/Labs Exam/Project
1 Aug. 21 Overview of the course Course information; Slides 1 R Session 1
2 Aug. 26 and Aug. 28 Estimating trend and seasonality Slides 2 R Session 2 HW 1 Due: Aug. 31
3 Sep. 2 and Sep. 4 Stationary processes Slides 3 R Session 3
4 Sep. 9 and Sep. 11 ARMA models Part I Slides 4 R Session 4 HW 2 Due: Sep. 14
5 Sep. 16 and Sep. 18 ARMA models Part II Slides 5 R Session 5 HW 3 Due: Sep. 21
6 Sep. 23 and Sep. 25 ARMA models III Slides 6 R Session 6 HW 4 Due: Sep. 28
7 Sep. 30 and Oct. 2 Nonstationary time series models Slides 7 R Session 7 Exam: Oct. 5
8 Oct. 7 and Oct. 9 Seasonal time series models Slides 8 R Session 8
9 Oct. 16 Regression with time series errors Slides 9 R Session 9 HW 5 Due: Oct. 19
10 Oct. 21 and Oct. 23 GARCH Models Slides 10 R Session 10
11 Oct. 28 and Oct. 30 Extreme Value Analysis Slides 11 R Session 11 Final Project Proposal Due: Nov. 2
12 Nov. 4 and Nov. 6 Spectral Analysis of Time Series I Slides 12 R Session 12 HW 6 Due: Nov. 9
13 Nov. 11 and Nov. 13 Spectral Analysis of Time Series II Slides 13 R Session 13
14 Nov. 18 and Nov. 20 State-Space Models I Slides 14 R Session 14 HW 7 Due: Nov. 21
15 Nov. 25 State-Space Models II Slides 15 R Session 15
16 Dec. 2 and Dec. 4 Review Slides 16 Final Project Presentation Dec. 5 5:30pm - 7:30pm
17 Dec. 8-12 Final Project Final Project Due