Washington University in St. Louis · Fall 2026

SDS 4155 / SDS 5155 Time Series Analysis

Provisional weekly schedule and course materials

Instructor: Likai Chen · likai.chen@wustl.edu

Return to syllabus

Cross-listed course: SDS 4155-01 and SDS 5155-01 meet together. Class meetings: Tue/Thu 10:00–11:20 a.m. in MCMILLIN X, Room 0G052. Midterm: Tuesday, October 13. Thursday, October 8 is a self-review day with no class. Topic pacing may be adjusted during the semester.

Fall 2026 course plan
Week Class dates Topics and milestones Textbook sections Lecture notes
1 · Aug 24–28 Tue Aug 25Thu Aug 27 Data integrity and cleaning: time indexes, duplicates, gaps, missing values, units, and outliers; moving from a general series toward a stationary representation. Stationarity and its basic properties. S&S §§1.1, 1.3–1.4, 2.2 1. Cleaning and the road to stationarity
2. Stationary time series
2 · Aug 31–Sep 4 Tue Sep 1Thu Sep 3 Diagnosing nonstationarity: time plots, sample ACF, white noise, trends, seasonality, and random walks. Transformations, detrending, seasonal adjustment, and differencing; a complete case from raw data to a stationary representation. S&S §§1.2, 1.5, 2.1–2.2 3. Diagnosing nonstationarity
4. Obtaining a stationary representation
3 · Sep 7–11 Tue Sep 8Thu Sep 10 Moving-average models MA(q); autoregressive models AR(p); stationarity conditions, ACF/PACF patterns, simulation, and simple prediction. S&S §§1.2, 3.1–3.3 5. Moving-average models MA(q)
6. Autoregressive models AR(p)
4 · Sep 14–18 Tue Sep 15Thu Sep 17 ARMA models; causal and invertible representations; model identification using ACF and PACF. S&S §§3.1–3.3 Lectures 7–8
5 · Sep 21–25 Tue Sep 22Thu Sep 24 Estimation and likelihood for ARMA models; AIC and model comparison; residual diagnostics and model adequacy. S&S §§3.5, 3.7 Lectures 9–10
6 · Sep 28–Oct 2 Tue Sep 29Thu Oct 1 Forecast construction and uncertainty; integrated ARIMA models and practical differencing; introduction to seasonal ARIMA. S&S §§3.4, 3.6, 3.9 Lectures 11–12
7 · Oct 5–9 Tue Oct 6 · Fall BreakThu Oct 8 · Self-review; no class Fall Break Oct 3–6
Students use the posted review materials to prepare independently for the midterm.
Pre-midterm material Self-review materials distributed in Canvas
8 · Oct 12–16 Tue Oct 13 · MidtermThu Oct 15 · Class Midterm Tuesday, 10:00–11:20 a.m., MCMILLIN X, Room 0G052.
Dynamic regression and regression with autocorrelated errors begin Thursday.
Pre-midterm material; S&S §§3.8, 5.5 Review materials; Lecture 13
9 · Oct 19–23 Tue Oct 20Thu Oct 22 Forecast evaluation and time-series cross-validation; exponential smoothing and ETS models. S&S §3.4; selected notes Lectures 14–15
10 · Oct 26–30 Tue Oct 27Thu Oct 29 State-space models, filtering, smoothing, forecasting, and the Kalman filter. S&S §§6.1–6.3 Lectures 16–17
11 · Nov 2–6 Tue Nov 3Thu Nov 5 Frequency-domain motivation; cyclical behavior, spectral density, the periodogram, and spectral smoothing. S&S §§4.1–4.4 Lectures 18–19
12 · Nov 9–13 Tue Nov 10Thu Nov 12 Volatility and ARCH/GARCH models; change-point detection and structural breaks. S&S §5.3; selected notes Lectures 20–21
13 · Nov 16–20 Tue Nov 17Thu Nov 19 A nontechnical survey of regularization, tree-based forecasting, and neural approaches; probabilistic forecasts and forecast combinations. Selected notes and readings Lectures 22–23
14 · Nov 23–27 Tue Nov 24 · ClassThu Nov 26 · Thanksgiving Break Cross-correlation and an introduction to vector autoregression. Thanksgiving Break Nov 25–29 S&S §§1.3, 1.6, 5.6 Lecture 24
15 · Nov 30–Dec 4 Tue Dec 1Thu Dec 3 · Last meeting Integrated capstone case; course synthesis, model-selection workflow, and cumulative final review. Selected notes; cumulative review Lectures 25–26
Finals · Dec 10–16 Exact date, time, and location assigned by the university Cumulative final examination Cumulative Practice materials distributed in Canvas

Calendar anchors: first day of classes August 24; Labor Day September 7; Fall Break October 3–6; Thanksgiving Break November 25–29; last day of classes December 7; reading days December 8–9; final exams December 10–16.