Anteprima

(DI503) -  Aggelos Pikrakis

Descrizione del Corso

This course deals with the analysis of time series with applications. Fundamental concepts of time series such as trends, stationarity, ARMA and ARIMA processes, model building (including parameter estimation, order determination and diagnostic checking), forecasting and seasonal models, frequency domain analysis methods such as periodogram, parametric and non-parametric methods, optimal linear filtering, ARCH and GARCH models are covered. Applications (using statistics software) are demonstrated.

Creation Date

lunedì 2 marzo 2020