Use the Tab and Up, Down arrow keys to select menu items.
Time Series and Stochastic Processes
STAT317 and STAT456 are courses in Time Series Analysis. These courses introduce to the analysis of repeated observations over time, a type of data extremely common in every discipline. These courses are suited to anyone with an interest in analyzing data. We cover a wide range of topics, from the basic decomposition of a time series to advance topics such as spectral analysis.The methods explained during the lectures are complemented by practical computer lab tutorials which make use of the software R, one of the preferred computer packages by many statisticians. In these courses we will show you how to use the package, enter, manipulate and analyze time series data in R.For a full list of 2012 Honours courses, please refer to the Department of Mathematics and Statistics Honours Booklet Mathematics and Statistics Honours Booklet
The courses will: define time series data in an appropriate statistical framework introduce to both basic and advanced methods in time series analysis give you experience in writing scientific and technical reports You will be able to describe and conduct appropriate statistical modeling techniques for time series data be able to interpret the model results in such a way that a non-user of statistics can understand use R competently write a scientific and technical report
This course will provide students with an opportunity to develop the Graduate Attributes specified below:
Critically competent in a core academic discipline of their award
Students know and can critically evaluate and, where applicable, apply this knowledge to topics/issues within their majoring subject.
Subject to approval of the Head of School.
Patrick W Saart
The course is assessed by four assignments, each worth 10% (in total 40%) and a final exam (60%).Assignments give you practice in analyzing data and presenting results in a written report. You will be expected to use R for analysis.The assignments will involve time and effort, but are an opportunity for you to learn not only statistical modeling techniques, but to develop your writing skills. We discuss how to write a report during lectures, and provide considerable support especially for students who have not had the chance to develop their scientific writing skills.
Recommended Reference:Shumway, R.H. and Stoffer, D.S. 2010. Time Series Analysis and Its Applications: With R Examples
Mathematics and Statistics Honours Booklet
Domestic fee $788.00
International Postgraduate fees
* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.
For further information see
Mathematics and Statistics.