Stat 4840/5084

Time Series

Updated

General Information

STAT 4840/5084
Spring 2025 TR 11:00-12:15 in Ritter 323
Dr. Bryan Clair.
Office hours: T 12:30-1:30, W 2:10-3, Fri 1:10-2 in 109 Ritter Hall
Course syllabus
Textbook: Hyndman and Athanasopoulos, Forecasting: Principles and Practice (3ed)

Forecast Contest Scoreboard

Spring 2025

Past semesters: Spring 2024, Spring 2023

Course Materials

Midterm: midterm.pdf, eeg.csv, MO-bar-pass-rates.csv
Take Home Quiz 1: thq-1.pdf, markdown template, and stl-event-permits.csv data.

Homework 1
Homework 2
Homework 3, Robert Nau's notes on the mean model.
Homework 4: Do FPP3 Chapter 7 problems 1, 4*, 5, 6.
* Notes for problem 4: In part (c), there is no need for a surfing festival dummy variable, since the seasonal dummy variables already provide a dummy variable for the month of March. In part (d), plot the log of the fitted values, since we fitted this model to the log of Sales.

Group Lab: Seasonal Decompositions
Group Lab: Autocorrelation
Group Lab: Features
Group Lab: Models
Group Lab: Regression

Grad Problem: MA of linear series
Grad Problem: ACF for white noise
Grad Problem: Mean of a random walk

Data

eeg.csv

MO-bar-pass-rates.csv

Weekly influenza mortality report for the US. flu-weekly.csv (Source: CDC FluView)

Google search interest in the term 'skiing' in the U.S. and New Zealand since 2004. skiing-us-nz.csv (Source: Google Trends)

CO₂ levels at Mauna Loa, the Keeling curve: co2_mm_mlo.csv. (Source: NOAA Global Monitoring Laboratory)

SLU Calculus 1 enrollments: calc1-enrollment.csv

Mississippi river flow at St. Louis Missouri: mississippi-discharge.csv. (Source: USGS National Water Information System)

Brucellosis cases in China: brucellosis.csv. (Source: BMC Infectious Diseases)

FRED estimate of paper sales: paper_sales.csv. (Source: FRED blog Paper sales in a digital world. Note that quantity is really an estimate of paper-related office supply and stationery products, with meaningless units.)

Top games on Steam, 2012-2021: steam.csv. (Source: Kaggle, Steam Monthly Player Data). See also extremes-steam-plots.pdf, showing games with extreme ACF values.

Arabica and Robusta Coffee beans: Coffee_train.csv and Coffee_test.csv. (Source: UCR Time Series Classification Archive, originally from Briandet, Kemsley, Wilson, 1996)

Ford engine noise: FordA_train.csv and FordA_test.csv. (Source: UCR Time Series Classification Archive)

Sea surface temperatures in El Nino regions of the South Pacific: sst.csv (Source: NOAA Climate Prediction Center)