? Credit Points : 10  ? SCQF Level : 11  ? Acronym : MAT-P-TSAF

Stationarity, smoothing, differencing, trends, seasonal variation; probability models: stochastic processes, stationary processes, autocorrelation; estimation in the time domain: autoregressive processes, moving average processes, estimation for ARMA and ARIMA models; forecasting: Box-Jenkins approach; spectral analysis: spectral distribution and density functions.

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 2 (Blocks 3-4)

? Contact Teaching Time : 2 hour(s) per week for 10 weeks

An understanding of the principles behind modern forecasting techniques. The ability to select an appropriate model, to fit parameter values, and to carry out the forecasting calculations.

Examination 100%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Mrs Frances Reid
Tel : (0131 6)50 4883
Email : f.c.reid@ed.ac.uk

Course Organiser

Dr Julian Hall
Tel : (0131 6)50 5075
Email : J.A.J.Hall@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/