# STATISTICAL ANALYSIS OF TIME SERIES

 Title ΣΤΑΤΙΣΤΙΚΗ ΑΝΑΛΥΣΗ ΧΡΟΝΟΣΕΙΡΩΝ / STATISTICAL ANALYSIS OF TIME SERIES Code ΜΦΠ731 Faculty Sciences School Physics Cycle / Level 2nd / Postgraduate Teaching Period Winter/Spring Common No Status Active Course ID 40003451

### Programme of Study: PPS Environmental Physics (2014-today)

Registered students: 2
OrientationAttendance TypeSemesterYearECTS
KORMOSElective CoursesWinter-4

 Academic Year 2017 – 2018 Class Period Winter Faculty Instructors Kleareti Tourpali 2hrs Weekly Hours 2 Class ID 600112073
Type of the Course
• Scientific Area
Course Category
Specific Foundation / Core
Digital Course Content
Language of Instruction
• Greek (Instruction, Examination)
Learning Outcomes
Review of techniques used to identify and analyse patterns in time series data, seasonality and trends, using smoothing and curve fitting techniques and autocorrelations, Introduction of a general class of models commonly used to represent time series data and generate predictions (autoregressive and moving average models). Commonly used modeling and forecasting techniques based on linear regression. Analysis of spatial patterns.
General Competences
• Retrieve, analyse and synthesise data and information, with the use of necessary technologies
• Make decisions
• Work autonomously
• Work in teams
Course Content (Syllabus)
Time series analysis-Introduction-definitions. Identifying patterns in time series data. Stationarity and random noise.Trends, seasonality and their analysis. Linear and non-linear regression. ARIMA (Box and Jenkins), autocorrelation, autoregression. Spectral analysis (single-spectrum-Fourier, cross-spectrum, coherence). Spatial pattern analysis (Principal Component Analysis and EOF)
Keywords
time series;statistics;regression;autoregression;ARIMA;PCA;spectral analysis
Educational Material Types
• Notes
• Slide presentations
• Book
Course Organization
Lectures542.2
Seminars80.3
Project251
Exams30.1
Total1034.1
Student Assessment
Description
marks of written exams;reports on projects;oral presentation
Student Assessment methods
• Written Exam with Short Answer Questions (Formative, Summative)
• Performance / Staging (Formative, Summative)
Bibliography