FMS051, Matematisk statistik, tidsserieanalys
Mathematical Statistics, Time Series Analysis
Extent: 7.5 credits
Cycle:
A
G1: Basic level
G2: Upper basic level
A: Advanced level
Grading scale:
TH
TH: U (=fail), 3, 4, 5
UG: U (=fail), G (=pass)
UV: U (=fail), G (=pass), VG (=pass with distinction)
Course evaluations: Archive for all years
From the beginning of the academic year 2017/18, this course has received the new course code FMSN45.
2019/20
The course is offered with the course code FMSN45 this academic year.
2018/19
The course was offered with the course code FMSN45 this academic year.
2017/18
The course was offered with the course code FMSN45 this academic year.
2016/17
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


16/17
sp1 
16/17
sp2 
16/17
sp3 
16/17
sp4 

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
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Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

BME

sbh

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fm

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26 
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120 


2015/16
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


15/16
sp1 
15/16
sp2 
15/16
sp3 
15/16
sp4 

F
Lectures h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Lectures h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

BME

sbh

V 
4

4 


26 
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5 
120 


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ssr

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26 
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26 
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5 
120 


2014/15
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


14/15
sp1 
14/15
sp2 
14/15
sp3 
14/15
sp4 

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Lectures h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

BME

sbh

V 
4

4 


26 
12 
12 
5 
120 


C

ssr

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4

4 


26 
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5 
120 


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F

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26 
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Pi

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4

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26 
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Pi

ssr

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26 
12 
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5 
120 


2013/14
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


13/14
sp1 
13/14
sp2 
13/14
sp3 
13/14
sp4 

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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C

 
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26 
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ssr

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26 
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120 


2012/13
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


12/13
sp1 
12/13
sp2 
12/13
sp3 
12/13
sp4 

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

C

 
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E

 
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26 
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5 
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Pi

mrk

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4

4 


26 
12 
12 
5 
120 


Pi

ssr

V 
4

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26 
12 
12 
5 
120 


2011/12
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


11/12
sp1 
11/12
sp2 
11/12
sp3 
11/12
sp4 

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

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Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

C

 
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F

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V 
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3 


32 
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5 
120 


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V 
4

3 


32 
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5 
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V 
4

4 


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5 
120 


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V 
4

4 


32 
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12 
5 
120 


Pi

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V 
4

4 


32 
6 
12 
5 
120 


Pi

mrk

V 
4

4 


32 
6 
12 
5 
120 


Pi

ssr

V 
4

4 


32 
6 
12 
5 
120 


2010/11
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


10/11
sp1 
10/11
sp2 
10/11
sp3 
10/11
sp4 

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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F
Lectures h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

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Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

C

 
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4

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4

3 


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V 
4

3 


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12 
5 
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Pi

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V 
4

3 


32 
6 
12 
5 
120 


Pi

mrk

V 
4

3 


32 
6 
12 
5 
120 


Pi

ssr

V 
4

3 


32 
6 
12 
5 
120 


2009/10
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


09/10
sp1 
09/10
sp2 
09/10
sp3 
09/10
sp4 

F
Lectures h (45minute sessions)

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Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

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Lectures h (45minute sessions)

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Exercises h (45minute sessions)

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Laboratory exercises h (45minute sessions)

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Time with supervisor for projects h (45minute sessions)

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Time for self studies h (45minute sessions)

C

 
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32 
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32 
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32 
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V 
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3 




32 
6 
12 
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120 
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V 
4 
3 




32 
6 
12 
5 
120 
Pi

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V 
4 
3 




32 
6 
12 
5 
120 
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mrk

V 
4 
3 




32 
6 
12 
5 
120 
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V 
4 
3 




32 
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12 
5 
120 
2008/09
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


08/09
sp1 
08/09
sp2 
08/09
sp3 
08/09
sp4 

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

C

 
V 
4 
3 




32 
6 
12 
14 
120 
C

sst

V 
4 
3 




32 
6 
12 
14 
120 
D

 
V 
4 
2 




32 
6 
12 
14 
120 
D

sst

V 
4 
2 




32 
6 
12 
14 
120 
E

 
V 
4 
2 




32 
6 
12 
14 
120 
E

pe

V 
4 
2 




32 
6 
12 
14 
120 
E

ss

V 
4 
2 




32 
6 
12 
14 
120 
F

 
V 
4 
3 




32 
6 
12 
14 
120 
F

sfm

V 
4 
3 




32 
6 
12 
14 
120 
I

fi

V 
4 
3 




32 
6 
12 
14 
120 
L

fa

V 
4 
4 




32 
6 
12 
14 
120 
Pi

 
V 
3 
3 




32 
6 
12 
14 
120 
Pi

bm

V 
3 
3 




32 
6 
12 
14 
120 
Pi

fm

V 
3 
3 




32 
6 
12 
14 
120 
Pi

mrk

V 
3 
3 




32 
6 
12 
14 
120 
Pi

sbs

V 
3 
3 




32 
6 
12 
14 
120 
2007/08
Programme
Programme the course belongs to in this academic year. The link points to the programme page for this academic year.

Specialisation
The specialisation the course is part of in the programme. If the field is blank, the course is part of the general mandatory or elective courses of the programme.

Mandatory / Elective
The course is O = Mandatory, A = Elective mandatory, V = Elective, or E = Externally elective in the programme and spec.

Included in Study Year
Study year the course belongs to according to normal study plan. The link points to the student class page for this programme.

Allowed from Study Year
Students are permitted to read the course from this year of study.


07/08
sp1 
07/08
sp2 
07/08
sp3 
07/08
sp4 

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

F
Lectures h (45minute sessions)

O
Exercises h (45minute sessions)

L
Laboratory exercises h (45minute sessions)

H
Time with supervisor for projects h (45minute sessions)

S
Time for self studies h (45minute sessions)

C

 
V 
4 
3 




32 
6 
12 
14 
120 
C

sst

V 
4 
3 




32 
6 
12 
14 
120 
D

 
V 
3 
2 




32 
6 
12 
14 
120 
D

sst

V 
3 
2 




32 
6 
12 
14 
120 
E

pe

V 
3 
2 




32 
6 
12 
14 
120 
E

ss

V 
3 
2 




32 
6 
12 
14 
120 
F

 
V 
3 
3 




32 
6 
12 
14 
120 
F

sfm

V 
3 
3 




32 
6 
12 
14 
120 
I

fi

V 
3 
3 




32 
6 
12 
14 
120 
L

fa

V 
4 
4 




32 
6 
12 
14 
120 
Pi

bm

V 
3 
3 




32 
6 
12 
14 
120 
Pi

fm

V 
3 
3 




32 
6 
12 
14 
120 
Pi

mrk

V 
3 
3 




32 
6 
12 
14 
120 
Pi

sbs

V 
3 
3 




32 
6 
12 
14 
120 