Analysis of Time Series
10 credits
Course, Master's level, 1MS014
Expand the information below to show details on how to apply and entry requirements.
Spring 2026
Spring 2026,
Uppsala, 67%, On-campus, English
Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 23 March 2026–7 June 2026
- 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.
- Application deadline
- 15 October 2025
- Application code
- UU-60505
Admitted or on the waiting list?
- Registration period
- 9 March 2026–5 April 2026
- Information on registration from the department
Spring 2026
Spring 2026,
Uppsala, 67%, On-campus, English
For exchange students
- Location
- Uppsala
- Pace of study
- 67%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 23 March 2026–7 June 2026
- 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
- 9 March 2026–5 April 2026
- Information on registration from the department
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
Reading list
- Reading list valid from Autumn 2024
- Reading list valid from Autumn 2022
- Reading list valid from Spring 2022
- Reading list valid from Spring 2019
- Reading list valid from Autumn 2013
- Reading list valid from Autumn 2009
- Reading list valid from Spring 2009
- Reading list valid from Autumn 2008
- Reading list valid from Autumn 2007
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00