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.
4
UnitsOptional
Grading1, 2, 3
PasstimeNone
Level LimitLetters and science
CollegeProfessor 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.
Really accommodating and helpful
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
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.
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!
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.