Mathematical Sciences

Lund University

Stationary Stochastic Processes, Project

Official Course Description


This course is not given any more.

Stochastic processes find applications in a wide variety of fields, and offer a refined and powerful framework to examine and analyse a wide variety of time series. This course is aimed at furthering the understanding of how to apply the basic theory (covered in the basic course) to real world measurements, and to further develop the ability to communicate scientific results.

The course consists of a project, that is guided by additional questionnaires to the two computer exercises of the parallel given course FMS045 stationary stochastic processes. (These computer exercises should be taken even if the course FMS045 already is passed). Additional computer exercise occasions for questions on the project will be given.

Higher education credits: 3,0 Level: A Language of instruction: This course may be offered in English (if non-Swedish speaking students are attending). Recommended prerequisites: Basic course in mathematical statistics and stationary stochastic processes (this course may be taken concurrently). Ability to use Matlab. Assessment: Written and oral project presentation. The presentation takes place in late May or early June. Literature: Additional literature may be assigned depending on the project. Time: The course starts on Thursday, March 21, 2013, at 12.15, in MH:309A;

Finished Sessions

Course Information

LTH Code:FMS047
Level:Advanced Level



CEQ - Stationary Stochastic Processes, Project