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Instructor:
Robert J. Adler
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Teaching Assistant:
Anna Levit
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Lectures
Tuesdays, 08:30-10:30, Bloomfield Building
(IE&M) 310
Thursdays, 15:30-16:30, Bloomfield Building
(IE&M) 310 (?)
The Thursday class can be moved if there is demand and agreement.
In any case, the first meeting will be on on the first Tuesday
of term, 08:30-10:30, together with the class in the course
Time Series and Forecasting 096425 .
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Exercise class:
Tuesday, 10:30-11:30, Bloomfield Building
(IE&M) 310 (?).
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Content: For this semester, this course is designed
to be an upgrade, for the more serious graduate students, of
the mid-level course
Time Series and Forecasting 096425 .
Students of 098425 will be expected to
attend the lectures of 096425 plus one additional lecture a
week which will fill in the more mathematical background that
will be missing from 096425.
Note: Due to the significant overlap between the two courses,
students will NOT be allowed to enrol in
both 096425 and 098425 during this semester.
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Structure:
See the details for the course
Time Series and Forecasting 096425 .
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Grade:
The final grade will be made up as follows:
| Component |
% of final grade |
| Mid term exam (mid January)
|
40 |
| Homework exercises |
30 |
| Project |
30 |
All components, except for part of the exam and some additional
homework questions, will be in common with 096425.
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Prerequisites: This course is aimed at
graduate students in Statistics and Operations Research although
students from Economics, Finance and related areas with a better than
average mathematical background will also benefit from it.
The appropriate prerequisites are
a
course in Stochastic Processes such as
Stochastic Processes 098413 and a course in
Statistics such as Theory of Statistics 098414 or
Applied Statistics 098417. Some background in
Analysis such as
Elements of Modern Analysis for Electrical Engineering 108324
is also recommended.
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Textbooks: There are many excellent textbooks in time series
analysis, and two of the best were written by Peter Brockwell and
Richard Davis. I will be using
Introduction to Time Series and Forecasting for the two lectures
a
week in common with 096425 and
Time Series : Theory and Methods for the additional
lecture for 098425.
ADDITIONAL INFORMATION
If you want extra information, you can reach me in the office at
8294503, at home at 8251794 (but not Shabbatot or Hagei Yisrael), or,
most reliably, at
robert@ieadler.technion.ac.il.
If you are reading this in hard copy rather than on the web, go to
the Teaching section of my homepage at ie.technion.ac.il/Adler.phtml
to get the hyperlinks.