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SYLLABUS
Time Series Analysis, 6 ECTS Credits
 
COURSE CATEGORY   Course within Master´s Programme in Statistics, Data Analysis and Knowledge Discovery
MAIN FIELD OF STUDY   Statistik - STA
SUBJECT AREA  
  COURSE CODE   732A21
AIM OF THE COURSE
The course provides basic skills for professional work in which time series data are explored, modified, modelled and assessed to detect trends and make forecasts.

Having completed the course, the student should be able to:
- use knowledge about widely used methods for the analysis of time series data,
- display a good understanding of major principles for the selection, estimation and validation of time series models,
- use statistical software to: (i) fit appropriate time series models to given data sets, (ii) make inference about time series components, and (iii) compute forecasts and their statistical uncertainty,
- demonstrate insightful assessment of the quality of given data sets and the generalization capacity of the statistical relationships on which forecasts can be based.
CONTENTS
The course content comprises practical as well as theoretical elements, for example:
- computer exercises,
- time series decomposition,
- autocorrelation and partial autocorrelation,
- forecasting using time series regression, ARIMA models and transfer functions,
- intervention analysis,
- trend detection.
TEACHING
Computer exercises in which the students have access to supervision provide practical experience of data analysis. The teaching comprises lectures, seminars, and computer exercises. The lectures are devoted to presentations of theories, concepts, and methods. The seminars comprise student presentations and discussions of assignments.
Language of instruction: English.
EXAMINATION
Assignments encompassing computer-based data analysis. One final written examination.



Students who have passed an examination may not retake it in order to improve their grades.
ADMISSION REQUIREMENTS

Student’s entering the course should have passed at least one course in basic statistics. Also, courses in calculus and linear algebra are required. Documented knowledge of English equivalent of ”Engelska” is required, or an intenational proficiency test, e.g. TOEFL, minimum score 550/213.
GRADING
The course is graded according to the ECTS grading scale A-F
CERTIFICATE
COURSE LITERATURE
The course literature is decided upon by the department in question.
OTHER INFORMATION
Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus.

The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed.
 
Time Series Analysis
Time Series Analysis
 
Department responsible
for the course or equivalent:
MAI - Department of Mathematics
           
Registrar No: 1330/06-41   Course Code: 732A21      
    Exam codes: see Local Computer System      
Subject/Subject Area : Statistik - STA          
           
Level   Education level     Subject Area Code   Field of Education  
A1X   Advanced level     STA   SA