Spring 2015 Course Syllabus: Math 447
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Course Title: |
Applied Time Series Analysis |
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Textbook: |
Time Series Analysis with Applications in R, by Jonathan D. Cryer and Kung-Sik Chan; Publisher: Springer, 2nd edition (2008); ISBN: 978-0-387-75958-6 |
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Reference:
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Introductory Time Series with R, by Paul S.P. Cowpertwait and Andrew V. Metcalfe; Publisher: Springer, 1st edition (2009); ISBN: 978-0-387-88697-8 |
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Prerequisites: |
Math 341 with a grade of C or better or Math 333 with a grade of C or better. |
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Course
Outline |
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Date |
Lecture |
Chapters |
Topic |
Assignment |
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Week 1 1/22 |
1 |
Chapter 1 |
Introduction |
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Week 2 1/26 - 1/29 |
2 |
Chapter 2 |
Fundamental Concepts (I) |
Homework 1 |
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Week 3 2/2 - 2/5 |
3 |
Chapter 2 |
Fundamental Concepts (II) |
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Week 4 2/9 - 2/12 |
4 |
Chapter 3 |
Trends (I) |
Homework 2 |
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Week 5 2/16 - 2/19 |
5 |
Chapter 3 |
Trends
(II) |
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Week 6 2/23 - 2/26 |
6 |
Chapter 4 |
Models for Stationary Time Series (I)
MIDTERM EXAM I Thursday ~ Feb. 26, 2015 |
Homework 3 |
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Week 7 3/2 - 3/5 |
7 |
Chapter 4 |
Models for Stationary Time Series (II) |
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Week 8 3/9 - 3/12 |
8 |
Chapter 5 |
Models for Nonstationary Time Series |
Homework 4 |
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Week 9 3/16 - 3/19 |
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Spring Recess- No
Classes Scheduled |
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Week 10 3/23 - 3/26 |
9 |
Chapter 6 |
Model Specification (I) |
Homework 5 |
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Week 11 3/30 - 4/2 |
10 |
Chapter 6 |
Model Specification (II)
MIDTERM EXAM II Thursday ~ April 2, 2015 |
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Week 12 4/6 - 4/9 |
11 |
Chapter 7 |
Parameter Estimation (I) |
Homework 6 |
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Week 13 4/13 - 4/16 |
12 |
Chapter 7 |
Parameter Estimation (II) |
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Week 14 4/20 - 4/23 |
13 |
Chapter 8 |
Model Diagnostic |
Homework 7 |
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Week 15 4/27 - 4/30 |
14 |
Chapter 9 |
Forecasting |
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Week 16 5/4 - 5/7 |
15 |
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Review for Final Exam Reading Day 2- NO CLASS Thursday ~ May 7, 2015 |
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Week 17 5/14 |
16 |
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FINAL EXAM Thursday ~ May 14, 2015 |
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IMPORTANT
DATES |
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FIRST DAY OF SEMESTER |
January 20, 2015 |
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LAST DAY TO WITHDRAW |
March 30, 2015 |
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LAST DAY OF CLASSES |
May 5, 2015 |
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FINAL EXAM PERIOD |
May 8 -- 14, 2015 |
Grading Policy
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Assignment Weighting |
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Tentative Grading Scale |
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Homework |
25 % |
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A |
90 -- 100 |
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Midterm Exam I |
20 % |
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B+ |
85 -- 90 |
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Midterm Exam II |
20 % |
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B |
80 -- 85 |
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Final Exam |
35 % |
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C+ |
75 -- 80 |
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C |
70 -- 75 |
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F |
0 -- 70 |
Important Departmental and University
Policies
Prepared by Prof. Wenge Guo, December 10, 2014