This offering is not in the current catalogue. The information is retained from an earlier publication. Check the provider's current offering.
Umeå University
Time Series Analysis
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 scientifi…
- Higher education
- Information unavailable
- 18 January 2027
- Information unavailable
- Information unavailable
- 50 %
Overview
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.
Admission scores
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.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2027-01-18
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.umu.5ms085.a580b.20271
- Last checked
- 2026-09-23T10:39:35.037285+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
Programme content
Study structure
Application and important dates
- Programme or course starts
- Programme or course ends
Salary and salary distribution
Common occupations after graduation
Students
Geographical background
Previous upper-secondary schools and programmes
Completion and outcomes
About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.umu.5ms085.a580b.20271
- Offering identity in the source
- e.uoh.umu.5ms085.a580b.20271
- Education-form source code
- HS
- Education code in the source
- 5MS085
- Change time according to the source
- 2025-12-11T08:05:36
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.