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
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| Exponential smoothing methods to forecast non-seasonal and seasonal time series. Stochastic time series models, Fundamental Concepts. Invertibility & Stationarity, Autocorrelation & Partial Autocorrelation, Identification and estimation in non seasonal ARIMA models, Forecasting and diagnostic checking. Seasonal time Series Models. Intervention Analysis and Outlier detection. Multivariate time series, Vector ARMA and state-space modelling. |
Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | 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 |
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