Semester 1 (ONC)TWMBA
Semester 2 (ONC)TWMBA

Units 1.00 (Statistics) Band 2

This course will consist of advanced studies in time series analysis for process identification and modelling. Topics will include: univariate and multivariate models of time series; forecasting algorithms; methods for model identification and parameter estimation; the spectral representation of a time series and non-linear forecasting methods.

Check the course specification database for further information.