Statistics · Columbia University
Introduction to Time Series methods, forecasting methods etc
ARMA model, multivariate time series analysis, state space model and Kalman recursion, etc
Nothing. This course is not organized and topics that should be covered are not covered. The professor always left early and was not prepared enough.
I think this course is helpful, and I learned ARMA, VAR, ARIMA with other time series models and knowledge.
Class was so poorly taught that I barely learned anything. Any learning I did do was through my own study.
MA, AR, ARIMA, ARMA models (their definitions, mathematical meaning, etc)
Instructor is ok. This is her first time teaching so she seemed bit nervous and tensed in most classes. However, she does not seem to have clarity on some concepts she teaches and ends up getting confused when a student raises a doubt in class
If you want to learn nothing, you can take her course.
Content is well structured and the professor is nice
U will learn nothing, this class is a complete waste of our prohibitively expensive tuition..... Teaching appears to be somewhat outside of her expertise... 1 Columbia University: Arts & Sciences Fall 2023 Course: STATGR5263_001_2023_3-STATINF/TIME-SERIESMODELLING : STATGR5263_001_2023_3 - STAT INF/TIME- SERIES MODELLING Instructor: Yisha Yao