Analysis of Time Series
Course, Master's level, 1MS014
Spring 2024 Spring 2024, Uppsala, 67%, On-campus, English
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 18 March 2024–2 June 2024
- Language of instruction
- English
- Entry requirements
-
120 credits in science/engineering. Participation in Inference Theory I or Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Selection
-
Higher education credits in science and engineering (maximum 240 credits)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- Application fee: SEK 900
- First tuition fee instalment: SEK 24,167
- Total tuition fee: SEK 24,167
- Application deadline
- 16 October 2023
- Application code
- UU-60505
Admitted or on the waiting list?
- Registration period
- 4 March 2024–31 March 2024
- Information on registration
Spring 2024 Spring 2024, Uppsala, 67%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 18 March 2024–2 June 2024
- Language of instruction
- English
- Entry requirements
-
120 credits in science/engineering. Participation in Inference Theory I or Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 4 March 2024–31 March 2024
- Information on registration
Spring 2025 Spring 2025, Uppsala, 67%, On-campus, English
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 24 March 2025–8 June 2025
- Language of instruction
- English
- Entry requirements
-
120 credits in science/engineering. Participation in Inference Theory I or Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Selection
-
Higher education credits in science and engineering (maximum 240 credits)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- Application fee: SEK 900
- First tuition fee instalment: SEK 24,167
- Total tuition fee: SEK 24,167
- Application deadline
- 15 October 2024
- Application code
- UU-60505
Admitted or on the waiting list?
- Registration period
- 10 March 2025–6 April 2025
- Information on registration
Spring 2025 Spring 2025, Uppsala, 67%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 24 March 2025–8 June 2025
- Language of instruction
- English
- Entry requirements
-
120 credits in science/engineering. Participation in Inference Theory I or Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 10 March 2025–6 April 2025
- Information on registration
About the course
Stationary time series. ARIMA processes. Box-Jenkin's method for model adaptation. Prediction. Seasonal modelling. Spectral theory, smoothing methods for spectral estimation, Kalman filter. ARCH and GARCH models. Software for analysis of time series.
Syllabus
- Syllabus valid from Autumn 2022
- Syllabus valid from Spring 2019, version 2
- Syllabus valid from Spring 2019, version 1
- Syllabus valid from Autumn 2013
- Syllabus valid from Autumn 2009
- Syllabus valid from Autumn 2008, version 3
- Syllabus valid from Autumn 2008, version 2
- Syllabus valid from Autumn 2008, version 1
- Syllabus valid from Autumn 2007, version 2
- Syllabus valid from Autumn 2007, version 1
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00