Overview
Multivariate distributions. Estimation: maximum of likelihood and method of moments. Confidence intervals. Analysis in the time domain: stationary models, autocorrelation, partial autocorrelation. ARMA and ARIMA models. Analysis in the frequency domain (Spectral analysis): spectrum, periodigram, linear and digital filters, cross-correlations and cross-spectrum, spectral estimators, confidence interval for the spectral density. … For more content click the Read More button below.
Offerings
S2-01-CLAYTON-ON-CAMPUS
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Associate Professor Tianhai Tian
Unit Coordinator(s)
Associate Professor Tianhai Tian
Notes
IMPORTANT NOTICE:
Scheduled teaching activities and/or workload information are subject to change in response to COVID-19, please check your Unit timetable and Unit Moodle site for more details.
Learning outcomes
On successful completion of this unit, you should be able to:
1.
Articulate the concept of stationary time series;
2.
Manipulate the concept of projection and its use in forecasting;
3.
Understand the models of autoregression and moving averages and their combinations;
4.
Analyse time series in time domain as well as frequency domain;
5.
Apply the Kalman filter to random systems;
6.
Analyse time series data using the ITSM package.
Teaching approach
Active learning
Assessment
1 - In-semester assessment
2 - Examination (3 hours and 10 minutes)
Scheduled and non-scheduled teaching activities
Applied sessions
Lectures
Workload requirements
Workload
Other unit costs
Costs are indicative and subject to change.
Miscellaneous Items Required (Unit Course Reader, Printing, Stationery) - $120.
Availability in areas of study
Applied mathematics
Financial and insurance mathematics
Mathematical statistics
Mathematics
Financial and insurance mathematics
Mathematical statistics
Mathematics