STATISTICAL ANALYSIS OF TIME SERIES

Course Information
TitleΣΤΑΤΙΣΤΙΚΗ ΑΝΑΛΥΣΗ ΧΡΟΝΟΣΕΙΡΩΝ / STATISTICAL ANALYSIS OF TIME SERIES
CodeΜΦΠ731
FacultySciences
SchoolPhysics
Cycle / Level2nd / Postgraduate
Teaching PeriodWinter/Spring
CommonNo
StatusActive
Course ID40003451

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

Registered students: 3
OrientationAttendance TypeSemesterYearECTS
KORMOSElective CoursesWinter-4

Class Information
Academic Year2018 – 2019
Class PeriodWinter
Faculty Instructors
Weekly Hours2
Class ID
600133702
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
  • Adapt to new situations
  • 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
ActivitiesWorkloadECTSIndividualTeamworkErasmus
Lectures542.2
Seminars80.3
Reading Assigment130.5
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
Additional bibliography for study
Σημειώσεις 1. H. von Storch and F. W. Zwiers, Statistical Analysis in Climate Research, Cambridge University Press, 1999. 2. Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. (1994). Time Series Analysis, Forecasting and Control, 3rd ed. Prentice Hall, Englewood Clifs, NJ.
Last Update
12-11-2015