Overview
MATH5845 is an honours and postgraduate mathematics/statistics course. See the聽course overview聽below
Units of credit:听6
Cycle of offering: Term 2聽
Graduate attributes:聽The course will enhance your research, inquiry and analytical thinking abilities.
More information:聽 The Course outline will be made available closer to the start of term - please visit this website: www.unsw.edu.au/course-outlines
Important additional information as of 2023
国产精品 Plagiarism Policy
The University requires all students to be aware of its聽.
For courses convened by the聽School of Mathematics and Statistics no assistance using generative AI software is allowed unless specifically referred to in the individual assessment tasks.
If its use is detected in the no assistance case, it will be regarded as serious academic misconduct and subject to the standard penalties, which may include 00FL, suspension and exclusion.
罢丑别听聽entry contains聽information about the course. The timetable is only up-to-date if the course is being offered this year.
If you are currently enrolled in MATH5845, you can log into聽聽for this course.
Course overview
This course is concerned with the theory and application of appropriate statistical techniques for analysis of time series data; data that is collected over time. The course will begin with the theory of stationary time series, methods for trend and seasonal analysis and adjustment, modelling and forecasting with autoregressive moving average processes, modelling the impact of exogenous or intervention variables on responses, models for stochastic volatility.
Applications will primarily be drawn from two areas: finance and public health. In this course you will develop a sound understanding of the time domain properties and common models for stationary and non-stationary time series in discrete time, and will be able to use the R package to perform appropriate analyses.