Faculty of Science
Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.
Multivariate distributions. Estimation: maximum of likelihood and method of moments. Confidence intervals. Analysis in the time domain: stationary models, autocorrelation, partial autocorrelation. ARMA and ARIMA models. Analysis in the frequency domain (Spectral analysis): spectrum, periodigram, linear and digital filters, cross-correlations and cross-spectrum, spectral estimators, confidence interval for the spectral density. State-space models. Kalman filter. Empirical Orthogonal Functions and other Eigen Methods. Use of ITSM.
On completion of this unit students will be able to:
Final examination (3 hours): 70%
Assignments, tests and participation in tutorials: 30%
Three 1-hour lectures and one 1-hour support class per week
See also Unit timetable information