Postgraduate Course: Time Series Analysis and Forecasting (MATH11011)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
Operational Research |
Course website |
http://student.maths.ed.ac.uk |
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Course description |
Seasonal variation; weighted moving averages; Savitsky-Golay smoothing; the use of SPSS in fitting models; practical examples from science and business |
Entry Requirements
Pre-requisites |
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Co-requisites |
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Prohibited Combinations |
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Other requirements |
None
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Additional Costs |
None |
Course Delivery Information
Summary of Intended Learning Outcomes
An understanding of the principles behind modern forecasting techniques. The ability to select an appropriate model, to fit parameter values, and to carry out the forecasting calculations. |
Assessment Information
Examination 100% |
Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary |
Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 6:19 am
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