Instructor:
Anil Aswani
4119 Etcheverry
Office hours – Tu 10-11A; Th 1-2P
aaswani [at] berkeley [dot] edu
GSI:
Sheng Liu
1174B Etcheverry
Office hours – ThF 4-5P
lius10 [at] berkeley [dot] edu
Lectures:
TuTh 11-1230P, 3106 Etcheverry
Discussions:
Section 1: F 3-4P, 3107 Etcheverry
Section 2: F 10-11A, 241 Cory
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:
Project (20%); homeworks (20%); midterm (20%); final exam (40%)
Midterm:
Tuesday, March 15, 2016 11-1230P
Final Exam:
Thursday, May 12, 2016 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:
- 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 1 week)
- 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)
Lecture Notes:
Discussion Notes:
Homeworks:
- Feb 02
- Homework 1 – Due Friday, February 12, 2016
(Solutions)
- Feb 16
- Homework 2 – Due Friday, February 26, 2016
(Solutions)
- Mar 01
- Homework 3 – Due Friday, March 11, 2016
(Solutions)
- Mar 29
- Homework 4 – Due Friday, April 8, 2016
(Solutions)
- Apr 12
- Homework 5 – Due Friday, April 22, 2016
(Solutions)
- Apr 26
- Homework 6 – Due Friday, May 6, 2016
(Solutions)
Project:
Practice Questions:
Exam Solutions: