Aikasarja-analyysi (5 op / 3 ov) |
| Abbreviation: TSA |
| Learning outcomes: Expertise on theory of time series models and capability to apply them. |
| Content: Review of discrete signal and system theory, review of probability theory, random processes and
formulation of time series, stationary processes, spectrum estimation, MS estimation, AR and ARMA
models, nonstationary time series models, Kalman filter and smoother algorithms. |
| Learning Material: Course booklet |
| Teaching / Learning methods: Lectures 36 h (30%), Tutorial 18 h (15%), Independent Study 66 h (55%) |
| Teaching Languages: English |
| Conduct: Written Examination. Details: Other=Exercises |
| Assessment: 0 (Fail) - 5 (Excellent) |
| Organizing Department: Department of Physics |
| Course Director: Stefanos Georgiadis, PhD |
| Teachers: Stefanos Georgiadis |
| Contact Persons: Stefanos Georgiadis
stefanos.georgiadis@uku.fi |
| Registration for the course: Autumn: Kampusnet/ Wossikka
Spring: WebOodi
|