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 |
| Coordinator | Kleareti Tourpali |
| Common | No |
| Status | Active |
| Course ID | 600016972 |
Programme of Study: Environmental Physics
Registered students: 1
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| KORMOS | Elective Courses | Winter | - | 4 |
| Academic Year | 2021 – 2022 |
| Class Period | Winter |
| Faculty Instructors |
|
| Weekly Hours | 2 |
| Class ID | 600199692
|
Course Type 2016-2020
- Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600199692
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
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 54 | 2.2 | |||
| Seminars | 8 | 0.3 | |||
| Reading Assigment | 13 | 0.5 | |||
| Project | 25 | 1 | |||
| Exams | 3 | 0.1 | |||
| Total | 103 | 4.1 |
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
30-05-2019
