Area: | Department of Mathematics and Statistics |
Contact Hours: | 3.0 |
Credits: | 25.0 |
Lecture: | 1 x 3 Hours Weekly |
Anti Requisite(s): | 302387 (v.2) Time Series Modelling 404 or any previous version
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Prerequisite(s): | 302315 (v.2) Mathematical Statistics 202 or any previous version
|
| Stationary stochastic processes. Autocorrelation. Auto regressive integrated moving average (ARIMA) models. Spectral analysis. Fast Fourier transform estimation in time domain. Linear filters. Time series models in frequency domain. Multivariate time series. Optimal filters - Kolmogorov, Weiner, Kalman. Concepts of stochastic control. Practical application of foregoing to modelling. |
Availability
| Year | Location | Period | Internal | Area External | Central External | | 2003 | Bentley Campus | Semester 2 | Y | | |
- Area External refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research.
- Central External refers to external course/units run through the Curtin Bentley-based Distance Education Area. |
