A masters level course on the analysis, forecasting, and simulation of time series data. The course combines practical computing in R with the mathematical principles underpinning time series models. Time series arise in many branches of science, engineering, and management, and their study is often essential when decisions have to be made for the future based on available data.
There are ongoing exercises, submitted via email and worth 20% in total. The final project, written in the form of a journal paper, is worth 80% of the total marks for the course.
There is one class tutorial per week to discuss a range of time series problems. One-to-one appointments are arranged on an ad hoc basis.