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Time Series Analysis and Spatial Statistics

  • Number of credits 7.5 Credits
  • Level Master’s level
  • Starting Spring Term 2018

Admitted to the course

Here you will find everything you need to know before the course starts.

About the course

The overall purpose of the course is that the student should be well acquainted with basic concepts, theory, models, and solution methods in time series analysis, models for "dependent" data, especially ARMA-models. Such data are common in economical (e.g., the price development of a product) and in natural science (e.g., meteorological observations) applications. Further, statistical problems of identification, validation, and forecasting for selected ARMA-model and observed data are studied and as well as some generalizations for non-stationary models, like ARIMA-models. Kalman-filters, multivariate time-series, financial ARCH-models are also considered. The part of the course is some methods and techniques for statistical analysis of spatially "dependent" data, such as methods to measure spatial dependency and techniques for spatial interpolating, especially kriging. All methods are illustrated by real data examples in the corresponding Matlab/R programs. An obligatory laboration is part of the course

Application and eligibility

Time Series Analysis and Spatial Statistics, 7.5 hp

Det finns inga tidigare terminer för kursen Spring Term 2018 Visa tillfällen för efterkommande termin

Starts

Lectures begin on week starting 15 January 2018

Ends

Lectures end during the week of 19 March 2018

Study location

Umeå

Language

English (upon request)

Type of studies

Daytime, 50%

Required Knowledge

The course requires 90 ECTS including courses in Mathematical Statistics, minimum 12 ECTS, or courses in Statistics, minimum 75 ECTS and in both cases a course in Basic Calculus, 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-58308

Application

Application deadline was 16 October 2017. 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

SEK900

Tuition fee, first instalment

SEK16,875

Total fee

SEK16,875

Contact us

Contactperson for the course is: Study counselor Lars-Daniel Öhman

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

Course is given by
Dept of Mathematics and Mathematical Statistics