| Unit name | Time Series Analysis |
|---|---|
| Unit code | MATH33800 |
| Credit points | 20 |
| Level of study | H/6 |
| Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
| Unit director | Dr. Chen |
| Open unit status | Not open |
| Pre-requisites |
Level 1 Analysis, Probability and Statistics, or Maths 1A |
| Co-requisites |
None |
| School/department | School of Mathematics |
| Faculty | Faculty of Science |
Time series data are widely collected in many fields. For example in the pure sciences, medicine, marketing, economics and finance to name but a few. Time series data are different to the usual statistical data in that the observations are ordered in time and usually correlated. The emphasis is on understanding, modelling and forecasting of time-series data in both the time, frequency and time-frequency domains.
