MAS372   Time Series   (10 credits)

Description

Time series are observations made in time, for which the time aspect is potentially important for understanding and use. The course aims to give an introduction to modern methods of time series analysis and forecasting as applied in economics, engineering and the natural, medical and social sciences. The emphasis will be on practical techniques for data analysis, though appropriate stochastic models for time series will be introduced as necessary to give a firm basis for practical modelling. Appropriate computer packages will be used to implement the methods.

Reading List