Time Series Analysis, Spectrum Analysis and Filtering

This is the homepage for the time series bootcamp to be hosted at U Chicago in September 2018.

The bootcamp is to be offered to graduate students of varying backgrounds at University of Chicago. Course material includes

  1. Time Series Regression and Exploratory Analysis
  2. ARIMA Models
  3. Spectral Analysis and Filtering
Course syllabus


This is an introductory bootcamp in time series analysis, spectrum analysis and filtering. Topics include autocorrelation/partial autocorrelation functions, exploratory methods for time series, ARIMA modeling, Fourier transforms, digital filters, and frequency domain (spectral) methods.


Instructor: Charlotte Haley, PhD.

Dates & Times: Weekdays September 4-14, 1:30-4pm

Location: Searle room 204A

Reference Text: Shumway and Stoffer, Fourth Ed, Springer. (freely available)

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While the course is in session, you are welcome to submit anonymous feedback via the following form.