Duration
20h Th
Number of credits
| Doctoral training in sciences (BMCB) | 3 crédits |
Lecturer
Language(s) of instruction
French language
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
The aim of the time series analysis is to studying variables over time. Time series are used in astronomy, meteorology, econometry and financial mathematics.
There are several types of data analysis available for time series which are appropriate for different purposes.
General exploration
- Graphical examination of data series
- Autocorrelation analysis
- Spectral analysis
- Separation into components representing trend, seasonality, slow and fast variation
- Simple properties of marginal distribution
- Fully formed statistical models for stochastic simulation purposes.
- Simple or fully formed statistical models to describe the likely outcome of the time series.
Learning outcomes of the learning unit
The aim of the course is to provide the tools that are necessary to perform basic time series analysis.
The student should be able to solve autonomously typical problems of the time series analysis.
Prerequisite knowledge and skills
General mathematic course
Planned learning activities and teaching methods
The exercises are directed by the assistants. The student will put the notions taught during the course into practise.
Mode of delivery (face to face, distance learning, hybrid learning)
The course will be given following the timetable available at the beginning of the academic year
Recommended or required readings
Assessment methods and criteria
The exam consists in solving problems given at the beginning of the exam.
Work placement(s)
Organizational remarks
Contacts
S. Nicolay Analyse mathématique Institut de Mathématique - Grande Traverse, 12 - Sart Tilman -Bât. B 37 - 4000 LIEGE 1 email: S.Nicolay@ulg.ac.be
Items online
Course notes
Notes will be given at the beginningof the course.