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, 7.5 credits
Spring Term 2025
Starts
20 January 2025
Ends
24 March 2025
Study location
Umeå
Language
English (upon request)
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 and Swedish equivalent 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-58303
Application
Please note: This application round is intended only for applicants within the EU/EEA and Switzerland.
Online application service in Swedish will open 16 September 2024 at 13:00 CET.
Application deadline is
15 October 2024. How to apply
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.
