Time Series Analysis
| Titre | ΧΡΟΝΟΣΕΙΡΕΣ / Time Series Analysis |
| Code | ΜΑ0601 |
| Cycle / Niveau | 1er cycle / Licence |
| Semestre de l’année | Winter |
| Coordinator | Dimitris Kugiumtzis |
| Common | Non |
| Statut | Actif |
| Course ID | 20000620 |
| Année Académique | 2018 – 2019 |
| Semestre de l’Année | Winter |
| Faculty Instructors |
|
| Weekly Hours | 4 |
| Class ID | 600130535
|
Class Schedule
| Building | Πολυτεχνείο - πτέρυγα Γ (ΤΗΜΜΥ & Τοπογράφων Μηχ.) |
| Floor | Όροφος 1 |
| Hall | Α4 (5) |
| Calendrier | Παρασκευή 13:00 έως 16:00 |
Course Type 2016-2020
- Cours Fondamental
- Connaissances Générales
Mode d’Enseignement
- En présentiel
Accès en Ligne
Erasmus
The course is also offered to exchange programme students.
Language of Instruction
- Grec (Enseignement, Examens)
- Anglais (Enseignement, Examens)
Prerequisites
Required Courses
- ΜΑ0301 Probability and Statistics
Aptitudes Générales
- Application des connaissances à la pratique
- Travail en autonomie
- Travail d’équipe
Type de Matériels Éducatifs
- Notes de cours
- Vidéoconférences
Use of Information and Communication Technologies
Use of ICT
- Emploi de TIC pour les activités de laboratoire
Organisation du Cours
| Activités | Charge de travail | ECTS | Individuel | En groupe | Erasmus |
|---|---|---|---|---|---|
| Conferences | |||||
| Laboratoires | |||||
| Etude & analyse bibliographiques | |||||
| Total |
Student Assessment
Student Assessment methods
Bibliography
Course Bibliography (Eudoxus)
1. Σημειώσεις "Ανάλυση Χρονοσειρών", Δ. Κουγιουμτζής, 2012.
2. Time Series Analysis and Its Applications [electronic resource], Shumway, R. H. and Stoffer, D. S, Springer
3. Introduction to Modern Time Series Analysis [electronic resource], Kirchgässner G., Wolters J., Hassler U., Springer
4. The Analysis of Time Series, An Introduction, Chatfield C., Sixth edition, Chapman & Hall, 2004
5. Introduction to time series and forecasting, Brockwell P.J. and Davis R.A., Second edition, Springer, 2002
6. Non-Linear Time Series, A Dynamical System Approach, Tong H., Oxford University Press, 1993
7. Nonlinear Time Series Analysis, Kantz H. and Schreiber T., Cambridge University Press, 2004
8. Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance, Michael Small, World Scientific
Additional bibliography for study
Teacher’s notes in Greek, also
1. Time Series Analysis and Its Applications [electronic resource], Shumway, R. H. and Stoffer, D. S, Springer
2. Introduction to Modern Time Series Analysis [electronic resource], Kirchgässner G., Wolters J., Hassler U., Springer
3. The Analysis of Time Series, An Introduction, Chatfield C., Sixth edition, Chapman & Hall, 2004
4. Introduction to time series and forecasting, Brockwell P.J. and Davis R.A., Second edition, Springer, 2002
5. Non-Linear Time Series, A Dynamical System Approach, Tong H., Oxford University Press, 1993
6. Nonlinear Time Series Analysis, Kantz H. and Schreiber T., Cambridge University Press, 2004
7. Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance, Michael Small, World Scientific
Last Update
13-03-2015
