Time Series Analysis

Education facts

Code: 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.

Entry requirements

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.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Time Series Analysis

  Umeå University

  Start date: 18 January 2027

  End date: 24 March 2027

  Pace of study: 50 %