Professor Wei Zhu: Teaching


Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 586.1 Time Series Analysis (Graduate), Spring 2020


Is class in session?

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, please call 632-snow to inquire whether school/class is in session. I always follow that. (I have to.) (*The good news is that we do not need to worry about this now.)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be an OPEN book exam – you must do it independently, all by yourself.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Tuesday May 12, 2020, 11:15 AM-1:45 PM, via Zoom.

 

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button] Tuesday/Thursday 8:30AM-9:50AM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: Frey Hall 222 (now Zoom)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]Instructor: Professor Wei Zhu
Math Tower P-138 (now Zoom)
Phone: 632-8374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday, Thursday 11:30AM -12:30PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Textbooks: (Please acquire at least get one book to read systematically; earlier editions acceptable.)

 

1.     Analysis of Financial Time Series, 3rd edition (August 30, 2010);  

Ruey S. Tsay

Wiley, 2010.

Notes: In addition to our own lecture notes, please also refer to Ruey’s lecture notes:

http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2017/

 

2.     The Analysis of Time Series: An Introduction with R by

Chris Chatfield, Haipeng Xing.

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Download Course Materials

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Syllabus (old, before online teaching)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Syllabus (new, after online teaching)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Time Series Analysis - An Introduction

Description: Description: Description: Description: Description: Description: Description: Description: [button]Some Time Series Models

Description: Description: Description: Description: Description: Description: Description: Description: [button]HW1 Problems

Description: Description: Description: Description: Description: Description: Description: Description: [button]HW1 Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Estimation of Stationary Time Series  

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 1

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2 Data

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3 Data

Description: Description: Description: Description: Description: Description: Description: Description: [button]Forecasting

Description: Description: Description: Description: Description: Description: Description: Description: [button]Sum of Stationary Time Series  

Description: Description: Description: Description: Description: Description: Description: Description: [button]Unit Root and the Augmented Dickey-Fuller Test

Description: Description: Description: Description: Description: Description: Description: Description: [button]Periodogram

Description: Description: Description: Description: Description: Description: Description: Description: [button]Model Selection

Description: Description: Description: Description: Description: Description: Description: Description: [button]Seasonality

Description: Description: Description: Description: Description: Description: Description: Description: [button]ARCH & GARCH

Description: Description: Description: Description: Description: Description: Description: Description: [button]VAR, Lecture 1

Description: Description: Description: Description: Description: Description: Description: Description: [button]VAR, Lecture 2

Description: Description: Description: Description: Description: Description: Description: Description: [button]VAR, Lecture 3

 


Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 597.1 Statistical Computing (Graduate), Spring 2020


 

Is class in session?

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, please call 632-snow to inquire whether school/class is in session. I always follow that. (I have to.) (*The good news is that we do not need to worry about this now.)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be an OPEN book exam – you must do it independently, all by yourself.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Friday, May 15, 2020, 11:15AM-1:45 PM, via Zoom.

 

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Time: Tuesday/Thursday 10:00AM-11:20AM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: Math Tower S-235 (now Zoom)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]Instructor: Professor Wei Zhu
Math Tower P-138 (now Zoom)
Phone: 632-8374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday/Thursday 11:30AM-12:30PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]TA: Jiecheng Song
TA office: Harriman 132 (just to the right as you enter Harriman at the main entrance, ground floor, previously was the "Harriman Cafe") (now Zoom)
email:
song.jiecheng@stonybrook.edu
Office Hours: Tuesday 1:00-3:00PM

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Text books:

1. Introductory Statistics with R (2nd ed.), by Peter, Dalgaard,

Springer. ISBN #9780387790534

2. Modern Applied Statistics with S, by Venables, W.N. and

Ripley, B.D, Springer. ISBN #9780387954578

3. Computational Statistics (2nd ed.), by Geof H. Givens and

Jennifer A. Hoeting, Wiley. ISBN #9780470533314

4. Statistical Computing with R, by Maria L. Rizzo, CRC Press.

ISBN # 9781584885450

5. Applied Statistics and SAS Programming Language (5th ed.), by

Cody, Ronald P. and Smith, Jeffrey K., Prentice Hall. ISBN #

9780131465329

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Download Course Materials

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Syllabus, old, before online teaching

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Syllabus, new, after online teaching

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 1  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 2  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 3

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 4  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 5

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 6

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 1, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 2, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 1, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 2, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 1, Problem & Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 7

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 8  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 9

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 10

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 11

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 12

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 13

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 14

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 15

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 16

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 17

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 4, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 4, Data

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 4, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 4, RMD file

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW 3, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW 3, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 5, Problems

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 5, Data

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 5, Solutions

 

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Description: Description: Description: Description: Description: Description: Description: Description: Description: http://www.ams.sunysb.edu/~zhu/biograph/snoopyteach.jpg

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Description: Description: Description: Description: Description: Description: Description: Description: Description: [Resume]Resume

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Research]Research

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Students]Students

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Publication]Publication


Revised April 8, 2020
Copyright © 2020 Wei Zhu
wei.zhu@stonybrook.edu


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