Analysis of Time Series
Uppsala University
Uppsala
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Pace of study: 67 %
Published education catalogue
Analysis of Time Series
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: 1MS014
Stationary time series. ARIMA processes. Box-Jenkin's method for model adaptation. Prediction. Seasonal modelling. Spectral theory, smoothing methods for spectral estimation, Kalman filter. ARCH and GARCH models. Software for analysis of time series.
Entry requirements
120 credits in science/engineering. Participation in Inference Theory I or Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
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.
Source and updates
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Publication version: 8e217193-f5fa-4778-b085-a4521fd03e8d
Checksum: 1b0dc54c0fc8a359f83ba9dc8f9d468479ce432de4c03bce3b8b33dd67fe3f6c
Last changed according to the source: 2026-09-10T10:14:55