Time Series Analysis
| Titolo | ΧΡΟΝΟΣΕΙΡΕΣ / Time Series Analysis |
| Codice | ΜΑ0601 |
| Ciclo / Livello di Studi | 1. Corso di Laurea |
| Semestre di Insegnamento | Winter |
| Coordinator | Dimitris Kugiumtzis |
| Common | No |
| Stato | Attivo |
| Course ID | 20000620 |
| Anno Accademico | 2018 – 2019 |
| Semestre | Winter |
| Faculty Instructors |
|
| Weekly Hours | 4 |
| Class ID | 600130535
|
Class Schedule
| Building | Πολυτεχνείο - πτέρυγα Γ (ΤΗΜΜΥ & Τοπογράφων Μηχ.) |
| Floor | Όροφος 1 |
| Hall | Α4 (5) |
| Calendario | Παρασκευή 13:00 έως 16:00 |
Course Type 2016-2020
- Introduttivo
- Conoscenze Generali
Organizzazione della Didattica
- In presenza
Materiali Online
Erasmus
The course is also offered to exchange programme students.
Language of Instruction
- Greco (Insegnamento, Esame)
- Inglese (Insegnamento, Esame)
Prerequisites
Required Courses
- ΜΑ0301 Probability and Statistics
Abilita’ Generali
- Applicazione pratica delle conoscenze acquisite
- Lavoro autonomo
- Lavoro in gruppo
Tipologia di Materiale Didattico
- Libro
- Appunti
Use of Information and Communication Technologies
Use of ICT
- Uso delle TIC nella didattica laboratoriale
Organizzazione dell’Insegnamento
| Activities | Carico di Lavoro | ECTS | Individuale | Gruppo | Erasmus |
|---|---|---|---|---|---|
| Conferenze | |||||
| Esercitazioni di Laboratorio | |||||
| Studio e analisi bibliografica | |||||
| 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
