Postgraduate Course: Time Series Analysis and Forecasting (MATH11073)
Course Outline
School | School of Mathematics |
College | College of Science and Engineering |
Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
SCQF Credits | 5 |
ECTS Credits | 2.5 |
Summary | Filtering, autoregressive and moving average models, ARMA and ARIMA models, forcasting, seasonal variation. |
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
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Entry Requirements (not applicable to Visiting Students)
Pre-requisites |
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Co-requisites | |
Prohibited Combinations | |
Other requirements | None |
Course Delivery Information
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Academic year 2016/17, Not available to visiting students (SS1)
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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 )
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Assessment (Further Info) |
Written Exam
50 %,
Coursework
50 %,
Practical Exam
0 %
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Additional Information (Assessment) |
See 'Breakdown of Assessment Methods' and 'Additional Notes', above. |
Feedback |
Not entered |
Exam Information |
Exam Diet |
Paper Name |
Hours & Minutes |
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Main Exam Diet S2 (April/May) | Time Series Analysis and Forecasting (MATH11073) | 1:30 | |
Learning Outcomes
On completion of this course, the student will be able to:
- 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.
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Contacts
Course organiser | Dr Ioannis Papastathopoulos
Tel: (0131 6)50 5020
Email: i.papastathopoulos@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 2016 The University of Edinburgh - 3 February 2017 4:43 am
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