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 (in person or via Zoom)
Syllabus:Link

Announcements

  • Welcome to MATH 8090!

Schedule

Week Date Topic Slides Notes with R Code Homework Assignments/Labs Exam/Project
1 Aug. 24 Overview of the course Course information; Slides 1 R Session 1
2 Aug. 29 and Aug. 31 Estimating trend and seasonality Slides 2 R Session 2 HW 1 Due: Aug. 31
3 Sep. 5 and Sep. 7 Stationary processes Slides 3 R Session 3
4 Sep. 12 and Sep. 14 ARMA models Part I Slides 4 R Session 4 HW 2 Due: Sep. 14
5 Sep. 19 and Sep. 21 ARMA models Part II Slides 5 R Session 5 HW 3 Due: Sep. 21
6 Sep. 26 and Sep. 28 ARMA models III Slides 6 R Session 6 HW 4 Due: Sep. 28
7 Oct. 3 and Oct. 5 Nonstationary time series models Slides 7 R Session 7 Exam: Oct. 5
8 Oct. 10 and Oct. 12 Seasonal time series models Slides 8 R Session 8
9 Oct. 19 Regression with time series errors Slides 9 R Session 9 HW 5 Due: Oct. 19
10 Oct. 24 and Oct. 26 GARCH Models Slides 10 R Session 10
11 Oct. 31 and Nov. 2 Extreme Value Analysis Slides 11 R Session 11 Final Project Proposal Due: Nov. 2
12 Nov. 7 and Nov. 9 Spectral Analysis of Time Series I Slides 12 R Session 12 HW 6 Due: Nov. 9
13 Nov. 14 and Nov. 16 Spectral Analysis of Time Series II Slides 13 R Session 13
14 Nov. 21 State-Space Models I Slides 14 R Session 14 HW 7 Due: Nov. 21
15 Nov. 28 and Nov. 30 State-Space Models II Slides 15 R Session 15
16 Dec. 5 - Dec. 7 Review Slides 16 Final Project Presentation Dec. 5 5:30pm - 7:30pm
17 Dec. 11-15 Final Project Final Project Due