STAT456-12S2 (C) Semester Two 2012

Time Series and Stochastic Processes

0.1250 EFTS
09 Jul 2012 - 11 Nov 2012

Description

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

Learning Outcomes

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

Pre-requisites

Subject to approval of the Head of School.

Restrictions

ECON663, ECON614

Lectures
Streams Day Time Where Notes
Stream 01 Tuesday 9:00am-10:00am Erskine 445 3 Sep - 14 Oct
Thursday 12:00pm-1:00pm E17 3 Sep - 14 Oct

Labs
Streams Day Time Where Notes
Stream 01 Wednesday 4:00pm-5:00pm Erskine 248 Computer Lab (Computer Lab) 16 Jul - 19 Aug,
3 Sep - 14 Oct

Course Coordinator

Marco Reale

Lecturer

Patrick W Saart

Assessment

Assessment Due Date Percentage 
Internal Assessment - TBA 40%
Final Examination 60%


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.

Examination and Formal Tests

Exam Monday 05 Nov 2012 9:30am-11:30am  

Textbooks

Recommended Reference:
Shumway, R.H. and Stoffer, D.S. 2010. Time Series Analysis and Its Applications: With R Examples

Fees

Domestic fee $788.00

International fee $3,588.00

For further information see Mathematics and Statistics.

All STAT456 Occurrences