Stationary and non-stationary models, seasonal time series, ARMA models: calculation of ACF, PACF, mean and ACF estimation. Barlett's formula, model estimation: Yule-Walker estimates, ML method. identification techniques, diagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

Prerequisites: PSTAT 10 and PSTAT 120B both with a minimum grade of C or better.

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
These majors only finms stsds actsc stsap stats
Tomoyuki Ichiba
3.8
15 reviews

Lecture

CHEM 1171
T R
11:00 AM - 12:15 PM
80 / 80 Full

Sections

PHELP1525
W
09:00 AM - 09:50 AM
20 / 20 Full
PHELP1525
W
10:00 AM - 10:50 AM
20 / 20 Full
PHELP1525
W
11:00 AM - 11:50 AM
20 / 20 Full
PHELP1525
W
08:00 AM - 08:50 AM
20 / 20 Full
See All
Spring 2024 . Ichiba T
PSYCH1924
T R
12:30 PM - 13:45 PM
Winter 2024 . Tan Ying
PSYCH1924
M W
11:00 AM - 12:15 PM
See All
PSTAT 174 Ichiba T Spring 2024 Total: 104
PSTAT 174 Ichiba T Spring 2023 Total: 96
See All
15
3.8
PSTAT174 . 1 Year, 5 Months Ago

Professor Ichiba is very organized, grading criteria is very clear, and Final was a project instead of a test. This class was challenging but all the work was doable. His lectures sadly are very boring and you don't necessarily need to attend class as it's all posted online. He clearly is a very intelligent guy.

0 helpful 0 unhelpful
PSTAT8 . 1 Year, 7 Months Ago

Really accommodating and helpful

0 helpful 0 unhelpful
PSTAT8 . 1 Year, 8 Months Ago

He's nice and willing to help, and accessible outside class. As a person, I'd rate him as a 5. Not sure if it's because he's filling in for another prof, but the class itself sucks. Lectures are vague, and the exams, homework, and section problems are all completely different. Also, the grading criteria is terrible and unclear. overall not very fun

0 helpful 0 unhelpful
PSTAT8 . 1 Year, 11 Months Ago

One of the most patient and caring professors I've had. Accommodated my disability wonderfully and was very helpful when I was struggling to absorb all the material. Provides HW solutions to help us out, which was a godsend for the final -- final was basically HW and lecture problems but slightly different. Glad he's the head of the dept now.

1 helpful 0 unhelpful
PSTAT8 . 2 Years Ago

I learned a lot in Ichiba's class, especially in office hours. PSTAT 8 has a crazy amount of material to cover, but Ichiba explains it well, even if the lectures are a bit boring. He posts all of the notes, slides, etc. before class so it is really easy to follow along in lectures. His exams were also extremely fair. Great professor overall!

0 helpful 0 unhelpful
PSTAT171 . 3 Years Ago

Nicest professor I've had at UCSB. Professor Ichiba was very helpful during office hours. The class was also really well structured with deadlines that made everything easy to follow.

0 helpful 0 unhelpful
See all 15 reviews
PSTAT 160A
75 / 75 Full
Applied Stochastic Processes
Palaniappan V
T R
09:30 AM - 10:45 AM
37.0% A
PSTAT 170
75 / 75 Full
Introduction to Mathematical Finance
Michael Ludkovski 3.3
T R
11:00 AM - 12:15 PM
33.6% A
PSTAT 171
75 / 75 Full
Mathematics of Fixed Income Markets
Karen GRIGORIAN 2.8
M W
18:30 PM - 19:45 PM
28.5% A
PSTAT 172A
55 / 75 Enrolled
Actuarial Statistics I
Hal Pedersen 2.1
T R
14:00 PM - 15:15 PM
18.6% A
PSTATW 174
80 / 80 Full
Time Series
Feldman R
38.5% A
PSTAT 182T
22 / 25 Enrolled
Tutorial in Actuarial Statistics
T B A
T
18:30 PM - 19:45 PM
94.2% A