Astraios Courses

Time series analysis  

Description

Stochastic processes, weak and strong stationarity. Autoregressive and moving average based models for stationary and non-stationary time series. Trend and seasonal behaviour, sample autocorrelation function and sample partial autocorrelation function. Parameter estimations, model identification, prediction. ARMA, ARIMA and SARIMA models. Properties, estimation and examples. ARCH and GARCH models for volatility. Outcome: Not Provided

Delivery mode

Presential
English

Name

Time series analysis
English

UNIVERSITY OF TWENTE

Faculty of Geo-Information Science and Earth Observation

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