Course Syllabus

Environmental Statistics II (MEES 708M)

Spring 2016

Instructors:

Dong Liang

Slava Lyubchich

Lectures:

Tuesday and Thursday, 8:30—10:00 a.m., IVN #800414

Course objective:

This course will extend statistical training of the students to advanced topics of time series analysis and spatial statistics. Aiming at the broad audience of students in the environmental sciences, we try to incorporate as many modern methods of analysis as possible. After taking this course, students will be familiar with a variety of state-of-the-art approaches for qualitative analysis of time- and space-dependent data. Moreover, students will become competent users of these methods by practicing them in class and in their homework assignments using the statistical programming language R.

Reference textbooks:

C&H: Chatterjee, S. and Hadi, A. S. 2006. Regression Analysis by Example. Wiley.

B&D: Brockwell, P.J. and Davis, R. A. 2002. Introduction to Time Series and Forecasting. 2nd ed. Springer, New York.

K&W: Kirchgässner, G. and Wolters, J. 2007. Introduction to Modern Time Series Analysis. Springer-Verlag, Berlin.

S&S: Shumway, R. H. and Stoffer, D. S. 2014. Time Series Analysis and Its Applications. With R Examples. EZ – 3rd Edition.

Bühlmann, P. 2002. Bootstraps for Time Series. Statistical Science: 17(1), 52–72.

W&G: Waller, L.A. and Gotway, C.A. 2004. Applied spatial statistics for public health data. Wiley.

ASDAR: Bivand, R.S., Pebesma, E. and Gomez-Rubio, V. 2013. Applied Spatial Data Analysis with R. Springer

W&O: Webster, R. and Oliver, M. A. 2007. Geostatistics for Environmental Scientists. 2nd ed. Wiley

B&G: Bailey, T. C. and Gatrell, A. C. 1995. Interactive Spatial Data Analysis. Longman

Grading and philosophy for the class:

Grades will be based on performance of two take home exams, an individual project, and homework problem sets. Each exam and individual project will represent 30% of the grade. The homework problem sets will make up the remaining 10%. In cases when students are at the borderline between lower and higher grades, a high level of participation in the class discussions and class in general will win the day for the higher grade.

Homework problems are essential to understand the materials. Although the homework comprises only 10% of the final grade, performance on the exams is usually correlated with effort on the homework problems. Whereas plagiarism will not be tolerated, students are encouraged to work together to learn from one another and solve homework problems in a collaborative and collegial way (aside from the take home exam).

Distribution of class materials:

We will use the distance learning tool, Moodle (https://moodle.cbl.umces.edu), to store and disseminate class information: class notes, R code and output, assigned readings, and even discussion threads. Each student will be given a personal login and password to access the site. You are encouraged to download and bring the materials to the lectures.

Spring 2016 academic calendar:

First Day of Classes January 25

Spring Break March 13-20

Midterm 1 deadline March 22

Final Project May 4

Last Day of Classes May 10

Reading Day May 11

Midterm 2 deadline May 12

Copyright notice:

Lectures and course materials, including power point presentations, tests, outlines, and similar materials, are protected by copyright. The instructor is the exclusive owner of copyright in those materials he creates. You may take notes and make copies of course materials for your own use. You may not and may not allow others to reproduce or distribute lecture notes and course materials publicly whether or not a fee is charged without instructor's written consent. Similarly, you own copyright in your original papers and exam essays. If instructor is interested in posting your answers or papers on the course web site, he will ask for your written permission.

Persons who publicly distribute or display or help others publicly distribute or display copies or modified copies of an instructor's course materials may be considered in violation of the University Code of Student Conduct, Part 9(k).


Tentative course calendar:

Date

Topic

Reading

26/01/2016

1. Review of multiple linear regression, Gauss-Markov theorem. Model assumptions and diagnostics (parametric and non-parametric).

C&H Ch. 3-4

28/01/2016

2. Remedial approaches: transformation of variables, weighted least squares. Introduction to errors serially correlated in time or space.

C&H Ch. 6-9

02/02/2016

3. Time series and its components (trend, cycles, seasonality, noise). Autocorrelation function. Smoothing. Trend- and difference-stationary time series.

B&D Ch. 1

04/02/2016

4. Stationary time series: AR, MA, ARMA.

B&D Ch. 2, 3, 5

09/02/2016

5. ARIMA, SARIMA.

B&D Ch. 6

11/02/2016

6. ARCH and GARCH.

K&W Ch. 7

16/02/2016

7. Parametric and non-parametric methods for trend detection (Wilcoxon, Sen’s slope, WAVK, unit-root test). Bootstrap.

B&D Ch.1.6, notes, Buhlmann (2002)

18/02/2016

8. Time series synchronism and clustering.

notes

23/02/2016

9. Granger causality.

K&W Ch. 3

25/02/2016

10. Cointegration.

K&W Ch. 6

01/03/2016

11. Regression with correlated errors (ARMAX), with seasonality (dummy variables, trigonometric regressors).

S&S Ch. 5.5-5.7

03/03/2016

12. Spectral decomposition.

S&S Ch. 4

08/03/2016

13. Dynamic Fourier analysis and wavelets.

S&S Ch. 4

10/03/2016

14. Model diagnostics and forecasting.

B&D Ch. 9

Spring break

22/03/2016

15. Introduction and visualization of spatial data

Ch. 1 B&G, Ch. 3 ASDAR, Ch. 4 W&O

24/03/2016

16. Geostatistical process and variogram

Ch. 3-6 W&O

29/03/2016

17. Local estimation or prediction

Ch. 8 W&O

31/03/2016

18. Kriging in the Presence of Trend

Ch. 9.1-3 W&O

05/04/2016

19. Corss-Correlation, Coregionalization and Cokriging

Ch. 10 W&O

07/04/2016

20. Stochastic simulation

Ch. 12 W&O

12/04/2016

21. Spatial point processes, estimation

Ch. 5 W&G

14/04/2016

22. Spatial clusters of health events

Ch. 6 W&G

19/04/2016

23. Area, Raster and Network data, EDA

R:Raster Ch. 7.4 W&G

21/04/2016

24. Cluster and clustering

Ch. 7.3, 7.5 W&G

26/04/2016

25. Spatial autoregressive models

Ch. 9.3 W&G

28/04/2016

26. Generalized linear models

Ch. 9.4 W&G

03/05/2016

27. Large spatial data modeling

R-INLA

05/05/2016

Class presentations

10/05/2016

Class presentations


Individual project on time series or spatial data analysis*

  1. Decide on a series of questions of interest and the associated hypotheses and predictions that you will attempt to test and answer with inferential statistics covered in class.

  2. Design an experiment/study or analysis (if using an existing dataset) to answer these questions.

  3. Identify and obtain or generate a dataset to analyze.

  4. Analyze the data and prepare a report as you would for the scientific journal ‘Ecology’. Include in the Discussion a section on how you might better design the study/experiment if you had the opportunity to do things over again.

    Report limited to 10 double spaced pages of text (including literature cited) with 1” margins and 12 pt font. Title page, tables, and figures are in addition to the page limit. Be concise yet informative, organized, and well written.

    The last days of classes will be reserved for project presentations. Everyone will have a chance to present their project findings in the standard (10-15 minutes talk, including questions). Exact time for each presentation will depend on the total enrollment and will be determined during the course. This should be a good exposure to giving talks at scientific meetings. The time limit will be rigidly enforced.

*Well done projects are sometimes good enough to publish or may become a chapter in your thesis, so keep this in mind during your project.