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課程名稱 |
多變量統計分析
Multivariate Statistical Analysis |
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開課學期 |
111-2 |
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授課對象 |
理學院 統計與數據科學研究所 |
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授課教師 |
陳裕庭 |
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課號 |
STAT5008 |
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課程識別碼 |
250 U0080 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期五2,3,4(9:10~12:10) |
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上課地點 |
新501 |
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備註 |
限本系所學生(含輔系、雙修生)
總人數上限：30人 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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課程概述 |
This course is designed to provide students with fundamental concepts underlying the multivariate techniques and help students develop the statistical skills to approach and analyze multivariate data correctly. |
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課程目標 |
On completion of this course, students should be able to:
1. select appropriate methods of multivariate data analysis;
2. implement software programs to carry out multivariate data analysis;
3. give meaningful interpretations on the analysis results.
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課程要求 |
Linear algebra, probability, mathematical statistics, and linear regression. Basic computer programming knowledge is also required. |
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預期每週課後學習時數 |
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Office Hours |
每週四 09:30~11:30 |
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指定閱讀 |
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參考書目 |
Johnson, R. A., & Wichern, D. W. (2014) Applied multivariate statistical analysis (6th Edition), Pearson Prentice Hall.
Izenman, A. J. (2008) Modern multivariate statistical techniques, Springer.
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Homework assignment |
40% |
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2. |
Midterm |
30% |
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3. |
Final |
30% |
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週次 |
日期 |
單元主題 |
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第1週 |
02/24 |
Introduction & Aspects of multivariate analysis |
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第2週 |
03/03 |
Multivariate normal distribution |
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第3週 |
03/10 |
Inferences about a mean vector |
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第4週 |
03/17 |
Comparisons of several multivariate means |
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第5週 |
03/24 |
Principal components |
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第6週 |
03/31 |
Factor analysis (I) |
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第7週 |
04/07 |
Factor analysis (II) |
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第8週 |
04/14 |
Mid-term |
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第9週 |
04/21 |
Canonical correlation analysis (I) |
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第10週 |
04/28 |
Canonical correlation analysis (II) |
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第11週 |
05/05 |
Clustering (I) |
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第12週 |
05/12 |
Clustering (II) |
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第13週 |
05/19 |
Discrimination and classification (I) |
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第14週 |
05/26 |
Discrimination and classification (II) |
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第15週 |
06/02 |
Special topics |
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第16週 |
06/09 |
Final |
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