School Of Computing, Engineering And Mathematics

Time Series and ForecastingWestern Sydney University Unit Code: 200038.3

Discipline: STATISTICS

Student Contribution Band: 2

Level: 3

Credit Points: 10

Co ordinator
Julian Wang

200033 Applied Statistics

Teaching Periods
Nothing on offer.

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About this Unit
From 2016 this unit has been replaced by 301035 Environmental Informatics. This unit is an introduction to the statistical theory and practice of Time Series Analysis. A time series is an ordered sequence of observations through time. The unit is designed to provide students with the basic techniques in time series analysis: model identification, parameter estimation, diagnostic checking and prediction of future values. Emphasis in this unit is on practice, the applications of time series analysis in economics, finance, engineering and scientific research. Statistical computing packages are used.

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