Introduction to Time Series Analysis

Course Code :2026TEWMHI
Study domain:Statistics
Academic year:2019-2020
Semester:2nd semester
Contact hours:0
Credits:3
Study load (hours):84
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 2nd semester
Lecturer(s)Johan Springael

3. Course contents *

In this course the stochasticity and dynamics of the reality is taken into account. After an introduction with respect to stochastic processes, in which the basic concepts are provided. Several techniques (decomposition, Box-Jenkins) to analyse the evolution of a quantity based on the available data, stemming from time series analysis, are provided in a practical manner.