Time Series
| Title | Χρονοσειρές / Time Series |
| Code | 053 |
| Faculty | Engineering |
| School | Electrical and Computer Engineering |
| Cycle / Level | 1st / Undergraduate |
| Teaching Period | Winter |
| Coordinator | Dimitris Kugiumtzis |
| Common | No |
| Status | Active |
| Course ID | 600001002 |
Programme of Study: Electrical and Computer Engineering
Registered students: 19
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| ELECTRICAL ENERGY | Elective Courses | 7 | 4 | 4 |
| ELECTRONICS AND COMPUTER ENGINEERING | Elective Courses | 7 | 4 | 4 |
| TELECOMMUNICATIONS | Elective Courses | 7 | 4 | 4 |
| Academic Year | 2019 – 2020 |
| Class Period | Winter |
| Faculty Instructors | |
| Class ID | 600144678
|
Class Schedule
| Building | Πολυτεχνείο - πτέρυγα Γ (ΤΗΜΜΥ & Τοπογράφων Μηχ.) |
| Floor | Όροφος 1 |
| Hall | Α4 (5) |
| Calendar | Παρασκευή 13:00 έως 16:00 |
Course Type 2016-2020
- Background
- General Knowledge
Course Type 2011-2015
General Foundation
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600144678
- eLearning (Moodle): https://elearning.auth.gr/course/view.php?id=12040
- Other: http://users.auth.gr/dkugiu/Teach/TimeSeriesTHMMY/index.html
Erasmus
The course is also offered to exchange programme students.
Language of Instruction
- Greek (Instruction, Examination)
- English (Instruction, Examination)
Learning Outcomes
1. Understanding the significance of time series analysis in engineering science.
2. Acquaintance with the investigation of stochastic processes and dynamical systems from time series as well as prediction of time series.
3. Understanding the complications in the analysis of real-world time series and how they are addressed, such as non-stationarity and non-normal stochastic process.
4. Acquaintance with computational approaches for the solution of problems in time series analysis.
5. Ability of analyzing real time series in the computer.
General Competences
- Apply knowledge in practice
- Work autonomously
- Work in teams
Course Content (Syllabus)
Basic characteristics of time series: stationarity; autocorrelation; removal of trends and seasonality; independence test of time series. Linear stochastic processes: autoregressive (AR), moving average (MA), autoregressive moving average (ARMA). Time series models: AR, MA and ARMA for stationary time series; autoregressive integrated moving average (ARIMA) models and seasonal ARIMA (SARIMA) for non-stationary time series. Prediction of time series. Nonlinear analysis of time series: Extensions of linear stochastic models; nonlinear characteristics of time series; nonlinear dynamics and chaos; nonlinear prediction of time series.
Educational Material Types
- Notes
- Slide presentations
Use of Information and Communication Technologies
Use of ICT
- Use of ICT in Course Teaching
- Use of ICT in Laboratory Teaching
- Use of ICT in Communication with Students
Description
Worked examples/exercises, lab on Matlab. Exercise deposition and communication through elearning.
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 41.5 | 1.4 | |||
| Laboratory Work | 13 | 0.4 | |||
| Tutorial | 41.5 | 1.4 | |||
| Exams | 24 | 0.8 | |||
| Total | 120 | 4 |
Student Assessment
Description
1. Written examination of 180 minutes.
2. Optional assignments of exercises on Matlab during the course
3. Presentation of a pre-assigned topic.
Student Assessment methods
- Performance / Staging (Summative)
- Written Exam with Problem Solving (Summative)
- Labortatory Assignment (Summative)
Bibliography
Course Bibliography (Eudoxus)
1. Χαοτικές Χρονοσειρές: Θεωρία και Πράξη
Κωδικός Βιβλίου στον Εύδοξο: 50659162) Έκδοση: 1/2001
Συγγραφείς: Παπαϊωάννου Γεώργιος,
ISBN: 9607901053, Διαθέτης (Εκδότης): LIBERAL BOOKS ΜΟΝΟΠΡΟΣΩΠΗ ΕΠΕ
2. Introduction to Time Series and Forecasting [electronic resource]
Κωδικός Βιβλίου στον Εύδοξο: 75487888, Third Edition/2016,
Συγγραφείς: Peter J. Brockwell / Richard A. Davis
ISBN: 9780387216577, Τύπος: Ηλεκτρονικό Βιβλίο, Διαθέτης (Εκδότης): HEAL-Link Springer ebooks
3. Introduction to Modern Time Series Analysis [electronic resource]
Κωδικός Βιβλίου στον Εύδοξο: 73243237, Έκδοση: 2nd ed. 2013/2013
Συγγραφείς: Gebhard Kirchgassner / Jurgen Wolters / Uwe Hassler
ISBN: 9783642334368, Διαθέτης (Εκδότης): HEAL-Link Springer ebooks
Additional bibliography for study
1. The Analysis of Time Series, An Introduction, Chatfield C., Sixth edition, Chapman & Hall, 2004
2. Nonlinear Time Series Analysis, Kantz H. and Schreiber T., Cambridge University Press, 2004
4. Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance, Michael Small, World Scientific
Last Update
20-11-2019
