I have fallen behind on posting announcements for the lectures, and I don't feel like writing five of these at once (*). So I'll just list them:
- Separating Signal and Noise with Linear Methods (a.k.a. the Wiener filter and seasonal adjustment; .Rmd)
- Fourier Methods I (a.k.a. a child's primer of spectral analysis; .Rmd)
- Midterm review
- Guest lecture by Prof. Patrick Manning: "African Population and Migration: Statistical Estimates, 1650--1900" [PDF handout]
- Linear Generative Models for Time Series (a.k.a. the eigendecomposition of the evolution operator is the source of all knowledge; .Rmd)
- Linear Generative Models for Spatial and Spatio-Temporal Data (a.k.a. conditional and simultaneous autoregressions; .Rmd)

*: Yes, this is a sign that I need to change my workflow. Several readers have recommended Blogdown, which looks good, but which I haven't had a chance to try out yet.