logo-polimi
Loading...
Manifesto
Cerca/Visualizza Manifesto
Dati Insegnamento
Stampe
Manifesto
Dati Insegnamento
Contesto
Anno Accademico 2024/2025
Corso di Studi Dott. - MI (1380) Ingegneria dell'Informazione / Information Technology
Anno di Corso 1

Scheda Insegnamento
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 Descrizione SSD CFU
ING-INF/05 SISTEMI DI ELABORAZIONE DELLE INFORMAZIONI 5.0

Dettaglio
Scaglione Nome Programma dettagliato
Da (compreso) A (escluso)
A ZZZZ Roveri Manuel, Bianchi Filippo Maria
manifestidott v. 1.10.0 / 1.10.0
Area Servizi ICT
09/02/2025