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STAT6631 - The Analysis of Time Series

Course Name: 
The Analysis of Time Series
Course Code: 
STAT6631
Course Credits: 
4
Level: 
Graduate
Prerequisites: 
None
Course Description: 

The course covers the fundamental concepts required for the description, modeling and forecasting of time series data, both in the time- and frequency-domains. Attention to the theoretical underpinnings of the subject is complemented by the analysis of real-world data sets, and a practical laboratory component introduces students to the software package R.

Content: 
Introduction, Stochastic models for time series; Estimation in the time domain; Forecasting;Stationary processes in the frequency domain. Laboratory work
Assessment: 
The course assessment has two components consisting of coursework (40%) and final exam (60%) One in-course test – 20% of overall grade; Laboratory assignment – 20% of overall grade; Final exam – 60% of overall grade.
Categoryofcourses: 
Typeofcourse: 
Electives
coursedegree: 
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