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Non-linear Time Series Analysis

Official Course Description

NF Course Description (SV)

Description

Periodised and will be given next time autumn 2014.

The graduate course in Advanced Time Series Analysis has its target audience amongst students with technical or natural science background and with adequate basic knowledge in mathematical statistics. The primary goal to give a thorough knowledge on modeling dynamic systems. A special attention is paid to non-linear and non-stationary systems, and the use of stochastic differential equations for modeling physical systems. The course is given in cooperation with DTU (Danish technical university, Lyngby)

Finished Sessions

Course Information

LTH Code:FMS110
NF Code: MASM12
Credits:7.5
Level:Advanced Level
Language:English

Prerequisites

Stationary stochastic processes (Alt Mandatory) Time series analysis (Mandatory) Stationary Stochastic Processes (Alt Mandatory)

CEQ

CEQ - Non-linear Time Series Analysis

Questions: webmaster
Last update: 2013-04-10

Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)