Course unit, curriculum year 2024–2025
DATA.STAT.780
Time Series Analysis, 5 cr
Tampere University
- Description
- Completion options
Teaching periods
Course code
DATA.STAT.780Language of instruction
EnglishAcademic years
2024–2025, 2025–2026, 2026–2027Level of study
Advanced studiesGrading scale
General scale, 0-5Persons responsible
Responsible teacher:
Juho KanniainenResponsible organisation
Faculty of Information Technology and Communication Sciences 100 %
Coordinating organisation
Computing Sciences Studies 100 %
Modeling trends and seasonality, Autocovariance function and partial autocorrelation function, stationary time series models (ARMA), nonstationary (ARIMA), and seasonal time series models (SARIMA), model estimation and forecasting, (generalized) autoregressive conditional heteroskedasticity (G)ARCH processes, use of R in time series analysis
Learning outcomes
Learning material
Studies that include this course
Completion option 1
The course is taught every two years. There is no implementation of the course in the academic year 2024-2025. The course will be implemented in the academic year 2025-2026. There is no implementation of the course in the academic year 2026-2027.
Completion of all options is required.
Exam
No scheduled teaching
Participation in teaching
No scheduled teaching