Teaching plan for the course unit

 

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General information

 

Course unit name: Time Series Analysis

Course unit code: 572676

Academic year: 2017-2018

Coordinator: Josep Vives Santa Eulalia

Department: Faculty of Mathematics and Computer Science

Credits: 3

Single program: S

 

 

Estimated learning time

Total number of hours 75

 

Face-to-face learning activities

30

 

-  Lecture

 

15

 

-  Lecture with practical component

 

15

Independent learning

45

 

 

Recommendations

 

Basic knowlege of Probability Theory and Statistics

 

 

Competences to be gained during study

 

CE1: To understand the importance of data in decision making.

CE5: To be able to propose models to describe time series using exploratory data analysis.

CE6: To be able to use analytical tools for time series prediction 

CE8: To be able to verify hypothesis from time series data.

  

 

 

 

 

Learning objectives

 

Referring to knowledge

To study since a theoretical and a practical point of view, the current most used models to analyze data time series 

 

 

Teaching blocks

 

No..

Title

1

Basic notions of Time Series Theory

2

ARMA Models

3

ARIMA and SARIMA Models

4

GARCH Models

5

ARFIMA Models

6

Intervention Analysis

7

Mulitvariate Time Series

8

State Space Models

 

 

Teaching methods and general organization

 

Theoretical lectures and exercise-solving lectures using computers 

 

 

Official assessment of learning outcomes

 

Deliverance of some theoretical and practical exercises done in class. Deliverance of a practical exercise done at home.

 

Examination-based assessment

A final exam and the deliverance of a practical exercise done at home.