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 120A-B.

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 277A PSTAT 277B
Tomoyuki Ichiba
3.8
15 reviews

Lecture

CHEM 1171
T R
11:00 AM - 12:15 PM
0 / 20

Sections

PHELP1525
W
08:00 AM - 08:50 AM
0 / 5
PHELP1525
W
09:00 AM - 09:50 AM
0 / 5
PHELP1525
W
10:00 AM - 10:50 AM
0 / 5
PHELP1525
W
11:00 AM - 11:50 AM
0 / 5
Spring 2024 . Ichiba T
PSYCH1924
T R
12:30 PM - 13:45 PM
Fall 2024 . Tan Ying
PSYCH1924
M W
09:30 AM - 10:45 AM
See All
PSTAT 274 Ichiba T Spring 2024 Total: 16
PSTAT 274 Feldman R Spring 2023 Total: 12
See All
15
3.8
PSTAT174 . 1 Year, 4 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, 6 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 237
0 / 30 Enrolled
Uncertainty Quantification
Mengyang Michael Gu 3.6
M W
09:30 AM - 10:45 AM
100.0% A
PSTAT 262MC
0 / 30 Enrolled
Seminars in Probability and Statistics
Alexander Shkolnik 3.7
F
10:00 AM - 11:50 AM
92.9% A
PSTAT 263
0 / 75 Enrolled
Research Seminars in Probability and Statistics
Guo Yu 3.1 Gareth Peters 3.3
M W
15:30 PM - 16:45 PM
PSTATW 274
0 / 20 Enrolled
Time Series
Feldman R
70.6% A
PSTAT 277B
0 / 30 Enrolled
Advanced Time Series
Gareth Peters 3.3
T R
17:00 PM - 18:15 PM
100.0% A
PSTAT 296B
0 / 18 Enrolled
Research Projects in Actuarial Science
Gareth Peters 3.3
F
12:00 PM - 13:50 PM
96.8% A
What classes should I take?
Recommend Classes
What classes should I take