Coursebooks 2018-2019

PDF

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.

Seconde tentative : Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

Supervision

Office hours No
Assistants Yes
Forum 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

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