NISS Short Course Series: Foundations of Time Series Analysis with R with Tucker S. McElroy

Wednesdays, April 1 - June 17, 2026 - 12:00pm to 1:00pm ET on Zoom

Overview

Register for this twelve‑week short course series led by Tucker S. McElroy, Senior Time Series Mathematical Statistician at the U.S. Census Bureau!

Across twelve one‑hour sessions, participants will walk through the full content of Time Series: A First Course with Bootstrap Starter, with each session dedicated to one chapter of the book. This series highlights the opportunity to engage in live, hands‑on R coding tutorials taught directly by the author himself.

Participants will implement each concept in real time as Tucker McElroy demonstrates methods, walks through examples, and offers practical insights based on more than two decades of experience in time series research. Attendees will also have the unique opportunity to ask questions during every session, making this course an exceptional chance to learn directly from one of the leading experts in the field.

Key Features

  • Explore edge cases and deepen conceptual understanding

  • Debug R code with real-time guidance

  • Learn fundamental time series topics, including: stationarity, autocorrelation, spectral analysis, filtering and forecasting

  • Gain exposure to non‑standard concepts such as: entropy, volatility filtering and time series bootstraps

  • Benefit from a blend of conceptual learning, author‑led coding, and live Q&A

  • Experience a practical, engaging, and accessible format ideal for those new to time series

 

Schedule

This series will run on Wednesdays, April 1 – June 17, 2026, from 12–1 pm ET.
 
 

Registration Details

 
Coming soon!
 

 

About the Instructor

Tucker S. McElroy is Senior Time Series Mathematical Statistician at the U.S. Census Bureau, where he has contributed to developing time series research and software for the last 22 years. He has published more than 100 papers, is a fellow of the American Statistical Association, and is a recipient of the Arthur S. Flemming award (2011). Visit GitHub Profile
 
 
 
 
 
Abstract
 
This short course series will cover the content of the book Time Series: A First Course with Bootstrap Starter in twelve sessions, each session covering a chapter. The course will be delivered to the National Institute of Statistical Sciences (NISS). The intended audience includes statisticians with little or no knowledge of time series, but a general knowledge of statistics. Prerequisites include a course on linear models, a course on mathematical statistics (such concepts as bias, variance, and the Gaussian distribution), and a familiarity with linear algebra (the transpose, inverse, and eigen-values of a matrix). The aim is to cover basic concepts of time series analysis at a level suitable for those with a bachelor's or master's degree in statistics, while including a few non-standard concepts such as entropy, volatility filtering, and time series bootstraps. A second aim is to incorporate coding in R of all concepts, methods, and examples.
 
 

Event Type

  • NISS Hosted

Cost

Coming Soon

Location

Zoom
United States

Policy