Coursebooks 2017-2018

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Time series

MATH-342

Lecturer(s) :

Thibaud Emeric Rolland Georges

Language:

English

Summary

A first course in statistical time series analysis and applications, including practical work.

Content

Learning Prerequisites

Required courses

Probability and Statistics

Recommended courses

Probability and Statistics for mathematicians. A course in linear models would be valuable but is not an essential prerequisite.

Important concepts to start the course

The material from first courses in probability and statistics.

Learning Outcomes

By the end of the course, the student must be able to:

Teaching methods

Ex cathedra lectures, exercises and computer practicals in the R language in the classroom and at home.

Mini-project based on data chosen by the student.

Assessment methods

Mini-project, final exam.

Second session: from the rulebook of the Section of Mathematics (art. 3 al. 5), the teacher decides of the form of the exam and communicates it to the concerned students.

Supervision

Assistants Yes

Resources

Virtual desktop infrastructure (VDI)

No

Bibliography

A polycopié of the course notes will be available.

Ressources en bibliothèque
Notes/Handbook

In the programs

  • Data Science, 2017-2018, Master semester 2
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Time series
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Financial engineering, 2017-2018, Master semester 2
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Time series
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Financial engineering, 2017-2018, Master semester 4
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Time series
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Mathematics, 2017-2018, Bachelor semester 6
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Time series
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Mineur STAS Russie, 2017-2018, Spring semester
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Time series
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks

Reference week

MoTuWeThFr
8-9
9-10
10-11
11-12
12-13
13-14
14-15
15-16
16-17
17-18
18-19
19-20
20-21
21-22
Under construction
Lecture
Exercise, TP
Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German