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02417 Time Series Analysis
Danish title: Tidsrækkeanalyse
Language:  English    ECTS-creditpoints:  5, External examination.   
Type:  open university
Class schedule:   F2-B
Exam schedule:   F2-B (maj 26 2003), E2-B (dec 12 2002)
Recommended semester:  4th -7th semester
Scope and form:  Lectures and excercises.
Evaluation:  Written exam and approval of coursework
Two mandatory assignments that count 40% in the grading.
Examination:  13-scale
Previous course:  04244
Prerequisites:  Elementary statistics
No credit points with:  04244 / C0416
Remarks:  The course provides a good background for a number of activites such as proces control, dynamic simulation, optimal control, analysis of signals, modelling and system identification.
Contact:  Henrik Madsen, building 321, (+45) 4525 3408, hm@imm.dtu.dk
Course URL:  http://www.imm.dtu.dk/courses/02417