DATA 330 - Applied Time Series Analysis

Credits: (3)
Prerequisite(s): DATA 141 or CSCI 140 or CSCI 141
This course is structured to teach a specific data science skill set, provide ability to perform hands-on research employing a particular method, and ultimately produce an independent research project. Students shall attend classroom instruction sessions twice a week to learn about and discuss relevant topics and research associated with time series analysis. Some of these sessions will be designated as hands-on laboratory sessions in which students write code to replicate and perform analyses using Stata. The course will place a focus on the code and implementation choices necessary to perform applied time series analysis. Throughout the semester students shall replicate several time-series studies and provide replication code and analyses as part of their lab assignments. Students must apply time series skills learned throughout the course to answer their own research questions. Students shall brief progress on their projects throughout the semester as well as the final project and results during the last couple weeks of the semester.