General information 
Course unit name: Time Series Analysis
Course unit code: 572676
Academic year: 20192020
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 
Facetoface 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.

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 


2 


3 


4 


5 


6 


7 


8 

Teaching methods and general organization 
Theoretical lectures and exercisesolving lectures using computers 
Official assessment of learning outcomes 
Deliverance of some theoretical and practical exercises done in class and at home.
Examinationbased assessment A final exam and the deliverance of a practical exercise done at home. 
Reading and study resources 
Consulteu la disponibilitat a CERCABIB
Book
Brockwell P. J. ; Davis, R. A. Time Series: Theory and Methods. New York: Springer, 1991.
Cowperwait, P. S. P. ; Metcalfe, A. V. Introductory Time Series with R. New York: Springer, 2009.