An introduction to supervised and unsupervised methods for exploring large data sets and developing predictive models. Unsupervised methods include: market basket analysis, principal components, clustering, and variables clustering. Important statistical and machine learning methods (supervised learning) include: Classification and Regression Trees (CART), Random Forests, Neural Nets, Support Vector Machines, Logistics Regression and Penalized Regression. Additional topics focus on metamodeling, validation strategies, bagging and boosting to improve prediction or classification, and ensemble prediction from a set of diverse models. Required case studies and projects provide students with experience in applying these techniques and strategies. The course necessarily involves the use of statistical software and programming languages. Undergraduate students are required to have junior or senior status to in enroll in this course. Prereq: MATH 539 (or MATH 644); or permission.

An introduction to univariate time series models and associated methods of data analysis and inference in the time domain and frequency domain. Topics include: auto regressive (AR), moving average (MA), ARMA and ARIMA processes, stationary and non-stationary processes, seasonal ARIMA processes, auto-correlation and partial auto-correlation functions, identification of models, estimation of parameters, diagnostic checking of fitted models, forecasting, spectral density function, periodogram and discrete Fournier transform, linear filters, parametric spectral estimation, dynamic Fournier analysis. Additional topics may include wavelets and long memory processes (FARIMA) and GARCH Models. The use of statistical software, such as JMP, or R, is fully integrated into the course. Prereq: MATH 739. Offered in alternate years in the spring semester.

This is a course on statistical models behind normal linear model. Topics covered in this course include generalized linear model, linear mixed model, generalized additive model, generalized linear mixed model, generalized additive mixed model, and smoothing methods if time allows.

First course in design of experiments with applications to quality improvement in industrial manufacturing, engineering research and development, or research in physical and biological sciences. Experimental factor identification, statistical analysis and modeling of experimental results, randomization and blocking, full factorial designs, random and mixed effects models, replication and sub-sampling strategies, fractional factorial designs, response surface methods, mixture designs, and screening designs. Focuses on various treatment structures for designed experimentation and the associated statistical analyses. Use of statistical software. Students must have completed an introductory statistics course.