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.

Location
Uppsala
Pace of study
67%
Teaching form
On-campus
Instructional time
Daytime
Study period
22 March 2027–6 June 2027
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 2026
Application code
UU-60505
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Admitted or on the waiting list?

Information on registration from the department

Location
Uppsala
Pace of study
67%
Teaching form
On-campus
Instructional time
Daytime
Study period
22 March 2027–6 June 2027
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?

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.

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