Graduate level introductory course on time series data and models in the time and frequency domains: descriptive time series methods; the periodogram; basic theory of stationary processes; linear filters; spectral analysis; time series analysis for repeated measurements; ARIMA models; introduction to Bayesian spectral analysis; Bayesian learning, forecasting, and smoothing; introduction to Bayesian Dynamic Linear Models (DLMs); DLM mathematical structure; DLMs for trends and seasonal patterns; and autoregression and time series regression models. (Formerly AMS 223.)
2 terms
Other grades
University of California, Santa Cruz
STAT 223 at UCSC: average GPA 3.73 across 21 students. Grade distribution by term. Graduate level introductory course on time series data and models in the…
Average GPA: 3.73
Grade distribution records: 21 students across 2 terms.
| Grade | Students | Percent |
|---|---|---|
| A+ | 3 | 14.3% |
| A | 1 | 4.8% |
| A- | 1 | 4.8% |
| B- | 1 | 4.8% |
| S | 15 | 71.4% |
Based on 21 student grade records across 2 terms and 2 professors.
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