Instructor:
Anil Aswani
4119 Etcheverry
Office hours – TuTh 9-10A
aaswani [at] berkeley [dot] edu
GSI:
Tugce Gurek
4176 Etcheverry
tugce.gurek [at] berkeley [dot] edu
Lectures:
TuTh 11-1230P, 101 Moffitt
Discussions:
Section 1: M 2-3P, 3113 Etcheverry
Section 2: F 2-3P, 3113 Etcheverry
Website:
Optional Textbooks:
1.
Introduction to Probability and Statistics for Engineers and Scientists, by Sheldon Ross
2.
Introduction to Time Series and Forecasting, by Peter Brockwell and Richard Davis
http://link.springer.com/book/10.1007%2Fb97391
Prerequisites:
IEOR 172 or STAT 134 or an equivalent course in probability theory
Grading:
Homeworks (30%); midterm (30%); final exam (40%)
Midterm:
Tuesday, March 17, 2015 11-1230P
Final Exam:
Thursday, May 14, 2015 8-11A
Description:
This course will introduce students to basic statistical techniques such as parameter estimation, hypothesis testing, regression analysis, analysis of variance. Applications in forecasting and quality control.
Outline:
Specific topics that will be covered include:
- Hypothesis Testing – Review of probability; t-test; confidence intervals; Mann-Whitney U test; multiple testing; ANOVA; Kruskall-Wallis test; likelihood ratio tests; quality control (about 6 weeks)
- Regression – Basic optimization; maximum likelihood estimation; least squares regression; high-dimensional regression; support vector machines (SVM's) (about 6 weeks)
- Forecasting – ARAR algorithm; Holt-Winters algorithm; Holt-Winters seasonal algorithm (about 3 weeks)
Lecture Notes:
Discussion Notes:
Homeworks:
- Feb 05
- Homework 1 – Due Thursday, February 19, 2015
(Solutions)
- Feb 19
- Homework 2 – Due Thursday, March 5, 2015
(Solutions)
- Mar 05
- Homework 3 – Due Thursday, March 19, 2015
(Solutions)
- Mar 31
- Homework 4 – Due Thursday, April 23, 2015
winequality-red.csv
wholesale-customers.csv
- Apr 23
- Homework 5 – Due Thursday, May 7, 2015
(Solutions)
Exam Solutions: