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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2014/2015
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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Time Series Analysis and Forecasting (MATH11073)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits5 ECTS Credits2.5
SummaryFiltering, autoregressive and moving average models, ARMA and ARIMA models, forcasting, seasonal variation. The statistical software package SPSS will be used for practical instruction
Course description week 6 - Introduction, white noise
week 7 - Moving average and autoregressive models
week 8 - ARMA and ARIMA models
week 9 - Forecasting
Week 10 - Seasonal variation and other topics
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Course Delivery Information
Academic year 2014/15, Not available to visiting students (SS1) Quota:  None
Course Start Block 4 (Sem 2)
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 50 ( Lecture Hours 10, Supervised Practical/Workshop/Studio Hours 6, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 1, Directed Learning and Independent Learning Hours 31 )
Assessment (Further Info) Written Exam 50 %, Coursework 50 %, Practical Exam 0 %
Additional Information (Assessment) See 'Breakdown of Assessment Methods' and 'Additional Notes', above.
Feedback Not entered
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S2 (April/May)Time Series Analysis and Forecasting (MATH11073)2:00
Learning Outcomes
The ability to demonstrate an understanding of the principles behind modern forecasting techniques. The ability to select and appropriate model, to fit parameter values, and to carry out the forecasting calculation, with use of the statistical software package SPSS as appropriate.
Reading List
None
Additional Information
Course URL http://student.maths.ed.ac.uk
Graduate Attributes and Skills Not entered
KeywordsTSAF
Contacts
Course organiserDr Ioannis Papastathopoulos
Tel: (0131 6)50 5020
Email: i.papastathopoulos@ed.ac.uk
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk
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