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Time Series Analysis and Spatial Statistics

  • Number of credits 7.5 Credits
  • Level Master’s level
  • Starting Spring Term 2021

About the course

The main purpose of the course is that the student should be well aquainted with the basic notions, theory, models and methods for solutions, in time series analysis and spatial statistics. The course covers models for time dependent or spatially dependent data. Such data frequently occurs  in financial (e.g. the price development of a merchandise) and scientific (e.g. metheorological observations, radar signales) applications.

The course consists of two parts.

Module 1 (6,5 hp) Theory. The module consists of the general theory of time series, stationary and non-stationary models, e.g. ARMA- and ARIMA-models, prediction of time series, spectral theory, parameter estimation, spectrum and filtration. The part also covers methods for measuring spatial dependence (variogram, covariogram), and techniques for spatial interpolation, especially kriging.

Module 2 (1 hp) Lab Assignments. The module consists of analysis of time series and spatial data using suitable software

Application and eligibility

Time Series Analysis and Spatial Statistics, 7.5 hp

Det finns inga tidigare terminer för kursen Spring Term 2021 Visa tillfällen för efterkommande termin

Starts

18 January 2021

Ends

23 March 2021

Study location

Umeå

Language

English

Type of studies

Daytime, 50%

Required Knowledge

The course requires 90 ECTS including one of the following options or equivalent knowledge

- minimum 12 ECTS in Mathematical Statistiscs or
- minimum 6 ECTS in Mathematical Statistics and a course in Transform Methods minimum 7,5 ECTS or
- minimum 75 ECTS in Statistics 

In all options we also require a course in Basic Caculus minimum 7,5 ECTS. Proficiency in English equivalent to Swedish upper secondary course English A/5. Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.

Selection

Guaranteed place Applicants in some programs at Umeå University have guaranteed admission to this course. The number of places for a single course may therefore be limited.

Application code

UMU-58301

Application

Application deadline was 15 October 2020. Please note: This second application round is intended only for EU/EEA/Swiss citizens. Submit a late application at Universityadmissions.se.

Application and tuition fees

As a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.

Application fee

SEK 900

Tuition fee, first instalment

SEK 17,850

Total fee

SEK 17,850

Contact us

Please be aware that the University is a public authority and that what you write here can be included in an official document. Therefore, be careful if you are writing about sensitive or personal matters in this contact form. If you have such an enquiry, please call us instead. All data will be treated in accordance with the General Data Protection Regulation.

Contact person for the course is:
Study Counsellor Lars-Daniel Öhman