Untitled Document

August 17, 2001

MATH 446/646 Time Series Analysis— Fall 2001

Instructor	Sunil Dhar
Office	Cullimore Hall, Room 327
Office Phone #	(973) 596-3488
email address	sunidh@m.njit.edu
hyper link to Math 446/646	http://eies.njit.edu/~dhar/math446w646/math446w646intro.html
Office Hours	Mondays, Tuesday and Thursday, each day 10:30am - 11:30 am
Class Schedule	Monday 6:00 pm to 9:05 pm, Kupfrain Hall 204
Text book	Introduction to time series and forecasting by Peter J. Brockwell and Richard A. Davis, Springer, New York. Reference book: Forecasting methods and applications, third edition, by Spyros Makridakis, Steven Wheelwright, and Rob Hyndman, publisher John Wiley and Sons, Inc.
Software	Software accompanying the text book, Microsoft Excel with Data Analysis Add-in and SAS
Grading	Homework/Quizzes 20% Two Exams 25% each = 50% Final Exam 30% Please see details below

Course material

Time series modeling, estimation and forcasting will be introduced at a very basic level. An indepth coverage
of the same material will also be presented at the graduate level. Following are the details of the topics to be
covered here. Time series models, smoothing techniques (e.g., exponential smoothing), trend analysis and
removal of seasonality. Naive forecasting models, stationarity and ARMA models. Autocorrelation, partial
autocorrelation, moving average, and autoregresive representation of series. Estimation and forecasting for
ARMA models. Estimation, model selection and forecasting of nonseasonal and seasonal ARIMA models,
if time permits.

Grading Policy

Weekly homework problems will be assigned. Some of these assignments may require the use of statistical
software for their solution. You must work out not only these problems but also practice similar problems
and learn the techniques needed to solve them. Every week you will have either a quiz or you will be handing
in your homework. The quiz will test your knowledge on the material covered in class. Homework/Quizzes
will cover 20% of your grade. There are two exams at two different levels one at the graduate level
(Math 646) and the other at the undergraduate level (Math 446) and will represent 50% of the final grade.
The final exam is also similarly at two levels and it represents 30% of your grade.

Class Rules, Department and University policies:

Any complaints regarding grading have to be presented right away after the return of the papers. A
certain number of exam papers are photocopied and stored, before being returned, for official record
purposes.
Please, always bring a statistics calculator to your quizzes, exams and to all the lectures.
Looking into your neighbors work during exams is not allowed. Hats, caps, etc., that keep the eyes
hidden from the proctor but not from the neighbors work during exams is not allowed.
Department policy recommends that students refresh themselves before the exam starts and that
students are generally not allowed to use rest rooms during exams.
There will be no make-up tests, make-up quizzes and homework. Late homework is not acceptable.
In case of an extenuating circumstance such as illness, etc., proof that can confirm the excuse is genuine
must be produced.
Attendance at all classes and tests is required.
The use of cell phones is not allowed under any circumstances.
No eating allowed during the class and exams periods. You are expected to remain in the classroom
for the entire class period. Wandering in and out of the classroom is not allowed.