Math 646 introduction

September 4, 2002

MATH 646 Time Series Analysis— Fall 2002

Instructor	Sunil Dhar
Office	Cullimore Hall, Room 327
Office Phone #	(973) 596-3488
email address	sunidh@m.njit.edu
hyper link to Math 646	http://web.njit.edu/~dhar/math646/math646.html
Office Hours	Mondays, 10:15 am to 11:15 am Tuesday and Thursday, 4:15pm - 5:15 pm
Class Schedule	Friday 6:00 pm to 9:05 pm, Kupfrain Hall 111
Text book	Forecasting methods and applications, third edition, by Spyros Makridakis, Steven Wheelwright, and Rob Hyndman, publisher John Wiley and Sons, Inc. ISBN 0-471-53233-9 Reference book: Introduction to time series and forecasting by Peter J. Brockwell and Richard A. Davis, Springer, New York. 2^nd edition. ISBN 0-387-95351-5
Software	Software accompanying the text book, Microsoft Excel with Data Analysis Add-in and SAS
Grading	Homework 20% Two Exams 25% each = 50% Final Exam 30% Please see details below

Course material

Time series models, smoothing, trend analysis and removal of seasonality. Naive forecasting models, stationarity and ARMA models. Autocorrelation, partial autocorrelation, moving average, and autoregressive representation of series. Estimation and forecasting for ARMA models. Estimation, model selection and forecasting of non-seasonal and seasonal ARIMA models, if time permits.

Grading Policy

Weekly homework problems will be assigned. Some of these assignments may require the use of statistical software for their solution. You must work out not only these problems but also practice similar problems and learn the techniques needed to solve them.
Almost every week you will be handing in your homework. The homework will test your knowledge on the material covered in class.
Statistical Analysis used to arrive at each concluding statement based on the computer output must be stated. Homework will cover 20% of your grade. There are two exams representing 50% of the final grade. The final exam represents 30% of your grade.

Class Rules, Department and University policies:

Any complaints regarding grading have to be presented right away after the return of the papers..
Please, always bring a statistics calculator to exams and to all the lectures.
Looking into your neighbors work during exams is not allowed. Hats, caps, etc., that keep the eyes hidden from the proctor but not from the neighbors work during exams is not allowed.
Department policy recommends that students refresh themselves before the exam starts and that students are generally not allowed to use rest rooms during exams.
There will be no make-up tests or homework. Late homework is not acceptable. In case of an extenuating circumstance such as illness, etc., proof that can confirm the excuse is genuine must be produced.
Attendance at all classes and tests is required.
The use of cell phones is not allowed under any circumstances.
No eating allowed during the class and exams periods. You are expected to remain in the classroom for the entire class period. Wandering in and out of the classroom is not allowed.

Some of these policies are part of the Mathematical Science common examination procedure