Time Series Analysis, 6 credits
The course is about statistical methods that are used for modeling and analyzing temporal data. The course contents is a mix of theoretical concepts, computer exercises and discussion seminars. Such concepts as time series decomposition, autocorrelation and partial autocorrelation, ARIMA models, intervention analysis and many other concepts are studied in the course.
Language of instruction: English
Level: Master's level
Department offering the course: Department of Computer and Information Science
Contact: Lilian Alarik, 011-36 35 90, studievagledare-statistik@liu.se
Lotta Hallberg, 0734-618988, ann-charlotte.hallberg@liu.se
Specific admission requirements: For acceptance to the course, the student must have a bachelor’s degree with a total of at least 90 ECTS credits (1.5 years of full-time studies) in mathematics, applied mathematics, statistics, and computer science. The undergraduate courses in mathematics should include both calculus and linear algebra. Basic undergraduate courses in statistics and computer science are also required.
| Course information | ||
|---|---|---|
| Semester: Autumn 2013 | ||
| Enrolment code: LIU- | ||
| Rate of study: Part-time | ||
| Campus: Linköping | ||
| Study Period: 201334 - 201343, 19 August-25 October 2013 | ||
| Course code: 732A34 | ||
| Tuition fee: 9 498 SEK | ||
Links
Page responsible:
See the contact person above
Last updated: Fri Jun 07 04:02:31 CEST 2013

