Time Series

Objectives and Contextualisation This course is devoted to introduce the student to the study of basic time series models and its applications. A time series is a collection of observations of a random phenomenon evolving over time ( or any other ordered magnitude). Time series appear in almost all fields of application. Hence, its analysis and modelling of the underlying random phenomenon is of crucial theoretical and applied importance. The ultimate goal is the modelling of the mechanism that generates the data, perform model diagnostics and predict future values.