MSCI 679 - Modeling Time Series and Other Dependent Data Structures

Spring (3) Chiu. Prerequisite(s): MSCI 669

Field data often violate the independence assumption that is required by standard linear and generalized linear/additive regression models. In this course, modeling needs are showcased through research examples from the environmental sciences. Basic modeling frameworks are introduced to equip the student with the ability to (a) recognize dependencies that require special handling, (b) apply the simplest relevant models to assess the need for more advanced modeling, and (c) to locate advanced modeling reference materials. This course continues from MSCI 669, covering a wide range of statistical topics, from intermediate to advanced. The time-series component of this course is presented in the context of regression modeling (as opposed to spectral analysis or dynamic models).