Time Series Analysis 7.5 credits

About the course

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.

Show syllabus

Apply

Explore your future at Umeå University

Join a vibrant academic community where high-quality education meets groundbreaking research in science, technology, humanities, and the arts. At Umeå University, you will learn from passionate, expert teachers and benefit from a close connection between research, education, collaboration, and innovation.

World's most satisfied international students

#1 globally in the main categories of Living, Support, and Overall Satisfaction.
A university with health at its core

Umeå University is certified as a Healthy Campus, with many initiatives that promote health and well-being.