Meeting Time: Mon/Thurs, 10:20am - 11:40am

Meeting Place: Lucy Stone Hall B267, Livingston Campus

Instructor: Ruobin Gong (she/her; ruobin.gong@rutgers.edu)

Course Description: An introduction to statistical methods with linear models, time series models and forecasting. Inference and prediction of linear models and their extensions. Model checking, refinement and selection. Classical time series including autoregressive, moving average, ARIMA models. Some advanced time series including state space models and Kalman filter. Data analysis with computational software is emphasized.

Course Syllabus [Version: 09/09/24]