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
Time Series Analysis and Spatial Statistics, 7.5 hp
Spring Term 2021
18 January 2021
23 March 2021
Type of studies
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.
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 deadline was
15 October 2020.
Please note: This second application round is intended only for EU/EEA/Swiss citizens.