Statistics 429

Time Series Analysis

Fall 2006

CLASS INFO

• Instructor: Hernando Ombao, Ph.D.
• Office: 117 Illini Hall
• Phone Number: 244-7200
• Office Hours: Tuesdays (12:30-1:30 pm) and Wednesdays (9-11 am)

Announcement

• Course syllabus
• Discussion sessions and TA office hours (optional but encouragged):
  • Tuesdays at 4-5:15 pm
  • Location: 196 Lincoln

Announcement

• 05 December 2006. Grades have been entered into compass. If you did not receive an email from me, your grade is A.

R FILES

• 24 Aug
• Basic R commands
• Basic R commands and Intro to Fourier Analysis
• EEG Analysis
• Model Fitting
• 05 Sep
• Correlations and Models
• Model Fitting
• Spectral Analysis
  • Lecture Spectral Analysis
  • Computing the spectrum
  • Computing transfer functions
  • Periodogram Smoother

EXAMS

• Midterm - tentatively 24 October
• Sample Midterm

Homework

• Homework 1 Solution prepared by Zhi He
• Homework 2 Problems Solutions

DATASETS

• Pre-seizure EEG
• Seizure EEG
• Global Temperature
• Sunspots
• Long EEG T3 series