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Anno Accademico |
2024/2025 |
Corso di Studi |
Dott. - MI (1380) Ingegneria dell'Informazione / Information Technology |
Anno di Corso |
1 |
Codice Identificativo |
062785 |
Denominazione Insegnamento |
TIME SERIES ANALYSIS |
Tipo Insegnamento |
MONODISCIPLINARE |
Crediti Formativi Universitari (CFU) |
5.0 |
Programma sintetico |
The course aims to equip students with broad knowledge and practical skills in time series analysis, covering both foundational concepts and advanced techniques, both from statistical and dynamical system perspectives. The course introduces time series, decomposition methods, stationarity, and smoothing. Students will learn ARIMA models, unit root tests, the Hurst exponent, and the Kalman filter. After covering basics in signal processing, the course will introduce modern techniques for time series forecasting, classification, and clustering with modern machine learning techniques. Finally, nonlinear time series analysis and chaotic systems will be presented. Applications spanning from finance to energy analytics will be covered. |
Settori Scientifico Disciplinari (SSD) |
Codice SSD
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Descrizione SSD
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CFU
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ING-INF/05
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SISTEMI DI ELABORAZIONE DELLE INFORMAZIONI
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5.0
|
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Scaglione
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Nome
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Programma dettagliato
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Da (compreso)
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A (escluso)
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A
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ZZZZ
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Roveri Manuel, Bianchi Filippo Maria
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