302387 (v.2) Time Series Modelling 404

Area:

Department of Mathematics and Statistics

Credits:

25.0

Contact Hours:

3.0

** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. **

Lecture:

3 x 1 Hours Weekly

Anti Requisite(s):

304193 (v.3) Time Series Modelling 504 or any previous version

Prerequisite(s):

302315 (v.2) Mathematical Statistics 202 or any previous version

Syllabus:

Exponential smoothing methods to forecast non-seasonal and seasonal time series. Stochastic time series models, fundamental concepts. Invertibility and stationarity, autocorrelation and 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.

** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. **

Field of Education:

10101 Mathematics

Funding Cluster:

04 - Mathematics, Statistics

SOLT (Online) Definitions*:

Not Online
*Extent to which this unit or thesis utilises online information

Result Type:

Grade/Mark

Availability

Year	Location	Period	Internal	Partially Online Internal	Area External	Central External	Fully Online
2005	Bentley Campus	Semester 2	Y

Area External	refers to external course/units run by the School or Department or offered by research.
Central External	refers to external and online course/units run through the Curtin Bentley-based Distance Education Area
Partially Online Internal	refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External
Fully Online	refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External