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Arkistoitu opetusohjelma 2015–2016
Selaat vanhentunutta opetusohjelmaa. Voimassa olevan opetusohjelman löydät täältä.
MTTTS18 Time Series Analysis 1 5 ECTS
Periods
Period I Period II Period III Period IV
Language of instruction
English
Type or level of studies
Advanced studies
Course unit descriptions in the curriculum
Matematiikan ja tilastotieteen tutkinto-ohjelma
School of Information Sciences

Learning outcomes

After the course, the student will be able to characterize the basic properties of a time series and decompose it into a trend, seasonal component and noise. He will also be able to identify and diagnose linear time series models, estimate their parameters and use them in forecasting. Further, he will be able to use the periodogram to detect possible periodic components in the series.

Enrolment for University Studies

Enroll before the first lecture.

Teachers

Hyon-Jung Kim-Ollila, Teacher responsible
Hyon-Jung.Kim[ät]uta.fi

Teaching

26-Oct-2015 – 20-Dec-2015
Lectures
Mon 26-Oct-2015 - 7-Dec-2015 weekly at 12-14, Pinni A3107
Wed 28-Oct-2015 - 9-Dec-2015 weekly at 12-14, Pinni A3107
Exercises
Wed 28-Oct-2015 - 9-Dec-2015 weekly at 14-16, Pinni A3107
Exceptions:
11-Nov-2015 , Tietopinni ML9