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Time Series Analysis or Nonparametric Statistics?

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Hey guys,

I'm an undergraduate third year statistics major and I was wondering if I could get some advice on course selection. Next quarter I have the option of taking Time Series Analysis or Nonparametric Statistics. I've only taken the calc series, linear algebra, and taking regression analysis this quarter. I will be taking Analysis of Variance with one of these classes next quarter. The course descriptions are:

Applied Time Series AnalysisTime series relationships, cyclical behavior, periodicity, spectral analysis, coherence, filtering, regression, ARIMA and state-space models; Applications to data from economics, engineering, medicine environment using time series software.

Applied Statistical Methods: Nonparametric StatisticsSign and Wilcoxon tests, Walsh averages. Two-sample procedures. Inferences concerning scale. Kruskal-Wallis test. Measures of association. Chi square and Kolmogorov-Smirnov tests.

Because I might possibly be pursuing biostatistics in grad school (not 100% sure yet) the time series analysis class would be more beneficial? What do you guys think? Which one do you think will more difficult?


Edited by pattywagon
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Based on the titles of the thread, I would have said go for nonparametrics, no doubt (see next paragraph as well). But based on the description you posted, the nonparametrics course seems lightweight content-wise, especially since I guess it will not be a proof based class and does not cover cornerstones like kernel density estimation and nonparametric regression. On the other hand, the time series course covers more ground, so I would be inclined to choose that.

Now regarding biostats: I think both courses could be useful. Depending on your biostats interests though, you might not come across time series material (really time series would be more important if you were looking into econometrics or mathematical finance or something like that), while the nonparametric stuff you will see everywhere. But I'd still go for the time series class, if only because it will increase your statistical maturity more. Plus you might still need it for biostats!

Edited by localfdr
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There isn't a lot of time series analysis in biostatistics, actually. Also, I wouldn't judge the depth of a course by its syllabus; you can do a shallow treatment of a whole laundry list of topics just as easily as you can do a very rigorous presentation of a small number of topics.

The reality is that neither of these courses will make or break your grad school application. If it were me, I'd take the one from the better teacher as you will probably learn more.

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