MAT3251

Time series

Coordinator: Dr Robert Griffiths

4 points
* Two 1-hour lectures per week
* First semester
* Clayton
* Prerequisites: MAT2061, MAS2032 or MAT2222
* Prohibitions: GAS3751, MAS3421, MAT3257

Objectives On the completion of this subject students will have a knowledge of some of the important theoretical and applied aspects of time series analysis and forecasting; understand the knowledge required not only for the methods and techniques, but also for applying the time series methods to practical problems in various areas of human activity; have practical experience by being exposed to problems based on real data; be able to use computing packages such as Minitab for time series analysis.

Synopsis Introduction to time series, smoothing techniques, stationary and non-stationary time series, seasonal and non-seasonal time series, ARIMA models, using Minitab for time series analysis.

Assessment Examination (2 hours): 70%
* Assignments: 30%

Recommended texts

Chatfield C The analysis of time series: An introduction, 4th edn, Chapman and Hall, 1989
Cryer J D Time series analysis Duxbury, 1986
Hyndman R J and Grunwald G K Forecasting and modelling time series Bethel Publications, 1996