Coursebooks 2016-2017

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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.

Supervision

Assistants Yes

Resources

Bibliography

Polycopié is available with slides, problems, bibliography, etc.

Ressources en bibliothèque
Notes/Handbook

In the programs

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14     
14-15     
15-16 MED 0 1418   
16-17  GCB330 
17-18    
18-19     
19-20     
20-21     
21-22     
 
      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