MAS368: Time Series and Multivariate Analysis

This unit introduces two related topics -- methods for the analysis of measurements made sequentially over time and of data which are more generally multivariate and correlated. Time series models are developed and inferential procedures (estimation, testing, forecasting) discussed. This section also includes frequency domain methods for the extraction of signals from noisy data. Multivariate techniques include methods of summarising high-dimensional data, assessment of characteristics which best distinguish groups of cases and methods for determining clusters in data.

Points	4
Enrolment Options	Murdoch: S1-internal, S1-external
Contact Time	Lectures/tutorials: 4 hours per week.
Prerequisites	M278/MAS278 Probability and Statistical Inference or M284/MAS284 Applied Statistics and Process Management or M230/MAS230 Biostatistical Methods. In addition, students must have a calculus background equivalent to at least M161/MAS161 Calculus and Matrix Algebra. Co-requisite: Internet access if studying externally.
Exclusions	Students may not enrol in this unit and either of MAS180 Introduction to Statistics or MAS183 Statistical Data Analysis and Databases concurrently.
School	School of Chemical and Mathematical Sciences
Unit Coordinator	Dr Brenton Clarke Position: Senior Lecturer in Maths E-mail: B.Clarke@murdoch.edu.au Location: Murdoch Campus Science and Computing Room 3.029 Phone: Prefix: +618 9360 2578
Unit Contacts	Contact Phone Prefix: +618 Location Explanation of Location Codes Teaching Period(s) Dr Brenton Clarke Senior Lecturer in Maths (B.Clarke@murdoch.edu.au) 9360 2578 Murdoch Campus Science and Computing Room 3.029 MURDOCH S1: Internal (15/02/2010 - 11/06/2010)   MURDOCH S1: External (15/02/2010 - 11/06/2010)

Check the Teaching Timetable Search for a Booklist for MAS368 View Reserve and ECMS resources for MAS368 View further details in the Handbook

Key to Offshore Campus Location abbreviations: APMISIN Asia Pacific Management Institute (Singapore) CEJTOKYO Chiropractic Education Japan (Tokyo) JKURASHIKI NET Corporation (Kurashiki, Japan) KDUPG KDU College (Penang, Malaysia) KDUPJ KDU College (Petaling Jaya, Malaysia) SGP-REPOLY Republic Polytechnic (Singapore) SMANUFED Singapore Manufacturing Federation ZHENGZHOU Zhengzhou University (China)