This learning unit (LU) to provide knowledge and skills in some particular statistical modeling methods used in the study of time series. The CU addresses two essential perspectives, the study within the time domain using the extension of linear models, and the study in the frequency domain with its fundamental tools.
- Know the concepts and methods of modelling a univariate time series that were studied and perform some applications with supporting statistical software;
- Be able to identify the advantages and disadvantages of one type of modeling,and recognize the complementarities;
- Have acquired familiarity with the types of modeling and derivation of significance tests studied, enabling him/her to make the most suitable choice to a specific context and purpose and investigate new methodologies / testing or improving existing methodologies.
• Woodward, Gray, Elliott: Applied Time Series Analysis, CRC Press, 2011
• Bloomfield: Fourier Analysis of Time Series: An Introduction, 2nd ed, Wiley, 2000
• Pedrycz, Chen: Time Series Analysis, Modeling and Applications: A Computational Intelligence Perspective, Springer, 2012
Evaluation is made on individual basis and it involves the coexistence of two modes: continuous assessment (60%) and final evaluation (40%). Further information is detailed in the Learning Agreement of the course unit.