Time Series Analysis

Utbildningsfakta

Kod: 5MS085

The main purpose of the course is that the student should be well aquainted with the basic notions, theory, models and methods for solutions, in time series analysis. The course covers models for time dependent data. Such data frequently occurs in financial (e.g. the price development of a merchandise) and scientific (e.g. metheorological observations, radar signales) applications. The course consists of two parts. Module 1 (6,5 hp) Theory. The module consists of the general theory of time series, stationary and non-stationary models, e.g. ARMA- and ARIMA-models, prediction of time series, spectral theory, parameter estimation, spectrum and filtration. Module 2 (1 hp) Lab Assignments. The module consists of analysis of time series and spatial data using suitable software.

Behörighet

The course requires 90 ECTS including one of the following options or equivalent knowledge \- minimum 12 ECTS in Mathematical Statistiscs or \- minimum 6 ECTS in Mathematical Statistics and a course in Transform Methods minimum 7,5 ECTS or \- minimum 75 ECTS in Statistics In all options we also require a course in Basic Caculus minimum 7,5 ECTS. Proficiency in English and Swedish equivalent to the level required for basic eligibility for higher studies.

Utbildningstillfällen

Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.

• Time Series Analysis

  Umeå University

  Startdatum: 18 januari 2027

  Slutdatum: 24 mars 2027

  Studietakt: 50 %