| 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. Imogen Noad |
| Open unit status | Not open |
| Pre-requisites |
MATH10013 Probability and Statistics, MATH10011 Analysis, and MATH11005 Linear Algebra and Geometry |
| Co-requisites |
None |
| School/department | School of Mathematics |
| Faculty | Faculty of Science |
Unit Aims
This unit provides an introduction to time series analysis mainly from the statistical point of view but also covers some mathematical and signal processing ideas.
Unit Description
Time series are observations on variables collected through time. For example two well-known time series are daily temperature readings and hourly stock prices. 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.
Time series specialists are valued by a wide range of organisations who collect time series data (see list above). This course will equip you with a formidable collection of skills and knowledge that are highly valued by employers. Alternatively, the course would give you a good grounding if you wished to develop time series methods for a higher degree (e.g. PhD).
Relation to Other Units
As with units Linear and Generalised Linear Models and Multivariate Analysis, this course is concerned with developing statistical methodology for a particular class of problems.
Learning Objectives
The students will be able to:
Transferable Skills
Use of R for advanced statistical time-series analyses. Enhanced mathematical modelling skills Problem solving
The unit will be taught through a combination of
90% Timed, open-book examination 10% Coursework
Raw scores on the examinations will be determined according to the marking scheme written on the examination paper. The marking scheme, indicating the maximum score per question, is a guide to the relative weighting of the questions. Raw scores are moderated as described in the Undergraduate Handbook.
If you fail this unit and are required to resit, reassessment is by a written examination in the August/September Resit and Supplementary exam period.
If this unit has a Resource List, you will normally find a link to it in the Blackboard area for the unit. Sometimes there will be a separate link for each weekly topic.
If you are unable to access a list through Blackboard, you can also find it via the Resource Lists homepage. Search for the list by the unit name or code (e.g. MATH33800).
How much time the unit requires
Each credit equates to 10 hours of total student input. For example a 20 credit unit will take you 200 hours
of study to complete. Your total learning time is made up of contact time, directed learning tasks,
independent learning and assessment activity.
See the Faculty workload statement relating to this unit for more information.
Assessment
The Board of Examiners will consider all cases where students have failed or not completed the assessments required for credit.
The Board considers each student's outcomes across all the units which contribute to each year's programme of study. If you have self-certificated your absence from an
assessment, you will normally be required to complete it the next time it runs (this is usually in the next assessment period).
The Board of Examiners will take into account any extenuating circumstances and operates
within the Regulations and Code of Practice for Taught Programmes.
