Meeting days & times

Thursday from 3:00-3:50 via Zoom

Lab book

You can find the electronic lab book here.

Date Instructor Topics Lab Material Video Homework Due Date Key
5 Jan
Matrices & matrix algebra
(review on your own)
html 1
PDF 1
 Optional (not part of grade): Listed at end of Chapter 1 in the ATSA lab book.
Optional
Key
7 Jan Eli/Mark
Writing models in matrix form (through section 2.5)
Basic time series functions
Autocorrelation
html 1 html 2

 Optional (but important to understand course material): End of Chapter 2 in the ATSA lab book.
Optional
Key
12 Jan





14 Jan Mark & Eli
Simulating ARMA models
Fitting ARIMA models
Forecasting with ARIMA models
Box-Jenkins Methods
html 1 html 2

 Intro to ts: problems at end of Chapter 4 in the ATSA lab book.
Fitting ARMA models: problems at end of Chapter 5 in the ATSA lab book.
Due next Thurs 11:59 PM PST; email to instructor(s) for lab
Key 1 Key 2
19 Jan





21 Jan Eli
Fitting univariate and mulitvariate state-space models
html 1 html 2

 HW #2 questions and data: Rmd, html, data, Tips
Due Sat Jan 30 11:59 PM PST; email to Eli
Key
26 Jan





28 Jan Mark
Fitting DFA models
html 1

 HW #3 Problems at end of Chap 10 of Lab Book
Due next Thurs 11:59 PM PST; email to Mark
Key
2 Feb





4 Feb Mark
Fitting DLMs
html 1

Rmd 1 		Video HW #4 Problems at end of Chap 9 in lab book
Due next Thurs 11:59 PM PST; email to instructor(s) for lab
Key
9 Feb





11 Feb Eric
Bayesian estimation
STAN
html 1

Rmd 1 		HW # 5. Project Methods
Due next Thurs 11:59 PM PST; email to all instructors
16 Feb





18 Feb Eli & Eric
Interactions
Stability
B matrix


HW #6: HMM/Bayesian State space models. Rmd, html, Rmd Part 2 JAGS, Part 2 Online
Due Monday Mar 1 11:59 PM PST; email to Eric & Eli
Key 1 Key 2
23 Feb





25 Feb Eli
Fitting EDM models
html 1

Rmd 1 		No Homework

Key
2 Mar





4 Mar Eric
Spatio-temporal models


Rmd 1 		No homework; Datasets for in class lab Data1, Data2, Data3
work on projects
9 Mar





11 Mar
Student presentations


No homework
work on projects