Time Series Analysis

Mahidol University

Course Description

  • Course Name

    Time Series Analysis

  • Host University

    Mahidol University

  • Location

    Bangkok, Thailand

  • Area of Study

    Mathematics

  • Language Level

    Taught In English

  • Prerequisites

    ICSC303

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • Credits

    4
  • Recommended U.S. Semester Credits
    3
  • Recommended U.S. Quarter Units
    0
  • Overview

    Course Description:

    Basic principles of representing time series in both the time and frequency domains; Box and Jenkins technique of fitting data to autoregressive moving average models in the time domain; model construction; evaluation and forecasting; analysis of time domain and digital filtering; methods of estimating and interpreting the spectrum.

Course Disclaimer

Courses and course hours of instruction are subject to change.

Some courses may require additional fees.

Credits earned vary according to the policies of the students' home institutions. According to ISA policy and possible visa requirements, students must maintain full-time enrollment status, as determined by their home institutions, for the duration of the program.

Availability of courses is based on enrollment numbers. All students should seek pre-approval for alternate courses in the event of last minute class cancellations