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Course unit, curriculum year 2023–2024
DATA.STAT.780

Time Series Analysis, 5 cr

Tampere University
Teaching periods
Active in period 3 (1.1.2024–3.3.2024)
Active in period 4 (4.3.2024–31.5.2024)
Course code
DATA.STAT.780
Language of instruction
English
Academic years
2021–2022, 2022–2023, 2023–2024
Level of study
Advanced studies
Grading scale
General scale, 0-5
Persons responsible
Responsible teacher:
Juho Kanniainen
Responsible teacher:
Hyon-Jung Kim-Ollila
Responsible teacher:
Jaakko Peltonen
Responsible 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 in R 

Learning outcomes
Learning material
Studies that include this course
Completion option 1
Completion of all options is required.

Exam

26.02.2024 26.02.2024
Active in period 3 (1.1.2024–3.3.2024)
16.04.2024 16.04.2024
Active in period 4 (4.3.2024–31.5.2024)
16.05.2024 16.05.2024
Active in period 4 (4.3.2024–31.5.2024)

Participation in teaching

09.01.2024 25.02.2024
Active in period 3 (1.1.2024–3.3.2024)