Math 181E - Time Series  (Winter 2021)

Class: MWF 1pm


Instructor: Prof. Dimitris Politis
Tel.: (858) 534-5861 Office: SDSC217E
Office hours: Monday 11am to 11:30, Wednesday 9:30am-11am, or by appointment; students can also chat with the instructor after class on Mondays and Wednesdays
Yiren Wang
Office: APM 5720      Office hours: Tuesday 10am and Friday 10am
Textbook TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER,   by Tucker McElroy and Dimitris Politis,  Chapman and Hall/CRC Press, 2020.
Structure of the course
  • The course will be based on student readings at home, followed by in-class presentations of assigned chapters and HW problems. Attendance is crucial, as well as preparing ahead for presentations and the question-and-answer sessions (Q&A).
  • Each class will consist of three parts: (a) Questions posed by the students; these will be answered by other students and/or the instructor, (b) Questions posed by the instructor to the students, and (c) Student presentations of assigned HW problems.
  • In all the above, the crucial things are preparation and participation, not so much getting everything right. For example, if a HW problem is presented and the solution is incomplete and/or incorrect, the instructor will moderate a discussion in order to get to the correct solution.
  • Students shall form groups (with 3 students per group); the groups will be the units making the in-class presentations. Each group will be called to make a presentation several times per quarter. Groups will be selected (at random) to make the presentation or answer a Q&A question.
  • When called upon to make a presentation, the group can decide which of its members will represent the group. Each group should ensure that each of its members participates in the in-class discussions several times this quarter in order to ensure a good participation grade.
  • HW problems will be assigned every Friday evening on the class website and collected on the Sunday 10 days later on canvas; HW1 is an exception to this rule. Starting with HW2, HW problems will be presented (and discussed) in-class by the students.
  • Students are encouraged to study in groups but each student must write and submit their own HW to get credit; please do not copy your fellow student's work as this would amount to plagiarism!
Course Grade
  • Weekly Homework: 33%
  • In-class participation: 33%
  • Final exam (take home): 34%