Bachelor 2024/2025

Time Series Analysis

Type: Compulsory course (Data Science and Business Analytics)

Area of studies: Applied Mathematics and Information Science

Delivered by: Big Data and Information Retrieval School

Where: Faculty of Computer Science

When: 3 year, 3, 4 module

Mode of studies: offline

Open to: students of one campus

Instructors: Peter Lukianchenko

Language: English

ECTS credits: 4

Contact hours: 120

Course Syllabus

Abstract

This course is conducted at Data Science and Business Analytics program and is provided to 3rd-year undergraduates who have studied a course covering basic probability and statistical inference. This course introduces concepts of the time series. The course requires basic knowledge in probability theory and linear algebra. It introduces students to the modeling, quantification and analysis of uncertainty. The main objective of this course is to develop the skills needed to do empirical research in fields operating with time series data sets. The course aims to provide students with techniques and receipts for estimation and assessment of quality of economic models with time series data. The course will also emphasize recent developments in Time Series Analysis and will present some open questions and areas of ongoing research.