Courses


 
 
 
 
 
 
 
 
 

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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
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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

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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
 

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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
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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).
 

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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

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ISyE 7401 (Spring 2004)

Office hours:
Tuesday 10:30-12:00
Thursday  10:00-11:30
 

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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
 

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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.
 

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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
 

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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
 

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ISyE 7405 (Fall 2002)

Textbook (recommended): "Applied Multivariate Statistical Analysisby  R.A. Johnson and D.W. Wichern

Classes: MWF 10-11 (this time may be changed)

Room: seminar room 403, ISyE  building

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