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ISyE 6402 (Spring 2006)
In this class we will discuss
basic theory
and applications of
Time Series Analysis
Textbook (suggested): Introduction
to Time Series and Forecasting
by
Peter
J. Brockwell, Richard A. Davis
Topics
outline:
Introduction: Time Series
(TS) and stochastic processes
Models for stationary TS
- moving avarage and autoregressive processes
Models for nonstationary
TS - ARIMA models
Statistical inference of
ARIMA processes
Forecasting techniques
Seasonal models
Multivariate TS
Further topics: transfer
function models, intervention analysis, nonlinear models
Tentative Midterm Exams
Schedule:
Midterm 1: February
23
Midterm 2: March 30
Office hours: Tuesday 11:30-12:30, Thursday 11:00-12:00 (room 425)
TA: Sue Bath <snb0825@mindspring.com>
office hours: Tuesday
12:30-1:30, Friday 10:00-11:00, room 445, Main Building
ISyE 6412
(Fall 2005)
This
is an advanced theoretical statistics class
Suggested textbooks:
"Statistical
Inference" by George Casella and Roger Berger
"Theory
of Point Estimation" by E.L. Lehmann and G. Casella
Classes: MWF 9-10,
Room IC 217
Office hours: Monday
11-12, Friday 11-12
Topics outline:
Estimation: unbiasedness, exponential families, sufficiency, completenes,
Maximum Likelihood, Bayes and minimax estimators
Asymptotic theory: convergence, asymptotic normality, efficiency
Minimaxity and admisibility, shrinkage estimators
Testing: Neyman-Pearson lemma, likelihood ratio tests
*************************************************
ISyE 6414 (Summer 2005)
Textbook: "Applied
Linear Statistical Models" by J. Neter, M.H. Kutner, C.J. Nachtsheim
and W. Wasserman,
Fifth
Edition, 2004.
Classes: MWF 10:40-11:50
Instr Center 215
Midterm 1: June 10
Midterm 2: July 11
Topics to be covered:
Simple Linear Regression
(Chapters 1-4)
Multiple Linear Regression
(Chapters 6-11)
Analysis of Variance -
Design of Experiments (Chapters 16-24)
Office hours:
Monday 12:00-1:30 pm
Wednesday 12:00-1:30 pm
TA for this class: Andrew Smith, e-mail: andrewsmith81@gmail.com
Office hours: Tuesday 10:00-12:00, Thursday 10:00-12:00, Office: 335
Main Bldg
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ISyE 3232 (Summer 2005)
Classes: MWF 2 - 3:10
Instr Center 211
Topics to be covered:
Inventory Theory
Markov Chains
Poisson Process
Queueing Processes
Tentative Midterm Exams
Schedule:
Midterm 1: June 13
Midterm 2: July
8
Office hours:
Monday 12:00-1:30 pm
Wednesday 12:00-1:30 pm
TA for this class: Brain Fralix, e-mail: bfralix@isye.gatech.edu
Office hours: Tuesday 10:00-11:30, Thursday 1:30-3:00, room 333 of
the ISyE main building
************************************************************
ISyE 6402 (Spring 2005)
In this class we will discuss
basic theory
and applications of
Time Series Analysis
Textbook (suggested): Introduction
to Time Series and Forecasting
by
Peter
J. Brockwell, Richard A. Davis
Topics
outline:
Introduction: Time Series
(TS) and stochastic processes
Models for stationary TS
- moving avarage and autoregressive processes
Models for nonstationary
TS - ARIMA models
Statistical inference of
ARIMA processes
Forecasting techniques
Seasonal models
Multivariate TS
Further topics: transfer
function models, intervention analysis, nonlinear models
Tentative Midterm Exams
Schedule:
Midterm 1: February
10
Midterm 2: March 31
Office hours: Tuesday 3-4 pm, Thursday 10-11 (room 425)
TA for this class
Bin Shi, e-mail:
bshi@isye.gatech.edu
**************************************************************
ISyE 6412
(Fall 2004)
This
is an advanced theoretical statistics class
Suggested textbooks:
"Statistical
Inference" by George Casella and Roger Berger
"Theory
of Point Estimation" by E.L. Lehmann and G. Casella
Classes: T Th 1:30-3:00,
Room L5, Physics
Office hours: Tuesday
11-12, Thursday 10-11
Topics outline:
Estimation: unbiasedness, exponential families, sufficiency, completenes,
Maximum Likelihood, Bayes and minimax estimators
Asymptotic theory: convergence, asymptotic normality, efficiency
Minimaxity and admisibility, shrinkage estimators
Testing: Neyman-Pearson lemma, likelihood ratio tests
**********************************************************************************
ISyE 3232 (Summer 2004)
Textbook: "Modeling, Analysis,
Design, and Control of Stochastic Systems "
by V.G. Kulkarni
Classes: MWF 2 - 3:10
Tentative Midterm Exams
Schedule:
Midterm 1: June 9
Midterm 2: July
9
Office hours: Monday 11-12, Friday 11-12
Grading: Midterms 25% (each), Final 30%, Quizzes 20%
TA: Matthew Jones <mojones@isye.gatech.edu>
Office hours: Tuesday 10:00-11:30 and Thursday 2:00-3:30, TA room (room
103).
************************************************************************************
ISyE 2028B
(Spring 2004)
Textbook: "Probability
and Statistics for Engineers and Scientists" by A.J.Hayter
Data
Library
Classes: T Th 3-4:30, room IC 211
Tentative Midterm Exams
Schedule:
Midterm 1: February
12
Midterm 2: March 18
Topics to be covered:
Normal distribution
Statistical estimation
Inference of population
means
Discrete data analysis
Linear regression
Analysis of variance
Office hours:
Tuesday 10:30-12:00
Thursday 10:00-11:30
Grading: Midterms 30% (each), Final 35%, HW 5%
_______________________________________
TA: Steve Morris <gtg103q@mail.gatech.edu>, room 232 Main ISyE building
Office hours:
Monday 11:00-12:30
Wednesday 11:00-12:30
*****************************************************************************************
ISyE 7401 (Spring 2004)
Office hours:
Tuesday 10:30-12:00
Thursday 10:00-11:30
**********************************************************************************
ISyE 6411/6412
(Fall 2003)
This
is an advanced theoretical statistics class
Textbook (recommended): "Theory
of Point Estimation" by E.L. Lehmann and G. Casella
Office hours: Monday
11-12, Friday 10-11
Topics outline:
Estimation: unbiasedness, exponential families, sufficiency, completenes,
Maximum Likelihood, Bayes and minimax estimators
Asymptotic theory: convergence, asymptotic normality, efficiency
Minimaxity and admisibility, shrinkage estimators
Testing: Neyman-Pearson lemma, likelihood ratio tests
**********************************************************************************
ISyE 3232
(Summer 2003)
Web
site of ISyE 3232
Textbook: "Modeling, Analysis,
Design, and Control of Stochastic Systems "
by V.G. Kulkarni
Classes: MWF 2 - 3:10
Tentative Midterm Exams
Schedule:
Midterm 1: June 6
Midterm 2: July 11
Office hours: Monday 11-12, Friday 11-12
Grading: Midterms 25% (each), Final 30%, Quizzes 20%
TA: Matthew Jones <mojones@isye.gatech.edu>
Office hours: Monday 12-2 pm and Thursday 8-10 am, room 303.
************************************************************************************
ISyE 2028A
(Fall 2002)
Textbook: "Probability
and Statistics for Engineers and Scientists" by A.J.Hayter
Data
Library
Classes: MWF 9-10
Tentative Midterm Exams
Schedule:
Midterm 1: September
20
Midterm 2: October
28
Topics to be covered:
Normal distribution
Statistical estimation
Inference of population
means
Discrete data analysis
Linear regression
Analysis of variance
Office hours:
Monday 1:30-3 pm
Wednesday 1:30-3 pm
*****************************************************************************************
ISyE 6401
(Fall 2002)
Textbook: "Applied
Linear Statistical Models" by J. Neter, M.H. Kutner, C.J. Nachtsheim
and W. Wasserman,
Fourth
Edition, IRWIN, 1996.
Classes: MWF 12-13
Midterm 1: September
20
Midterm 2: November
1
Topics to be covered:
Simple Linear Regression
(Chapters 1-4)
Multiple Linear Regression
(Chapters 6-11)
Analysis of Variance -
Design of Experiments (Chapters 16-24)
Office hours:
Monday 1:30-3 pm
Wednesday 1:30-3 pm
************************************************************************************
ISyE 7405
(Fall 2002)
Textbook (recommended): "Applied Multivariate Statistical Analysis" by R.A. Johnson and D.W. Wichern
Classes: MWF 10-11 (this time may be changed)
Room: seminar room 403, ISyE building
*****************************************************************************************