3 ECTS credits
90 h study time
Offer 1 with catalog number 4022278FNR for all students in the 1st semester at a (F) Master - specialised level.
The course gives an introduction to time series analysis specifically applied to gerontological sciences. The course aims at an introduction which allows (i) descriptive analyses and non-parametric insight in temporal dynamics, (ii) applying standard models which relate to typical regression or general linear models in the Yule-Walker framework and finally (iii) using the R-syntax as a software package.
Content:
1. R programming language
2. Seasonal analysis and harmonic decomposition
3. Temporal dynamics, autocorrelation and memory effects
4. Autoregressive and moving-average models
The course is based on "Boaz Porat, Digital Processing of Random Signals – Theory and Methods, Dover Publications, NY USA, 1994". Although this book provides the thorough mathematical details, the course provides a user-friendly approach which balances the mathematical details from a practical viewpoint. On top of that, the course captures state-of-the-art methods from the teacher's publications.
The slides are normally sufficient which holds the R-code as well as the minimal mathematical details needed to understand "Time Series Analysis".
The student come in contact with a completely different statistical framework. Although from a mathematical viewpoint there are connections to the "General Linear Model" framework used in AN(C)OVA methods, its philosophy and rationale is totally different. On top of that, the course provides a modern approach where a lot of attention is given to the data comprehension next to the modelling framework.
The final grade is composed based on the following categories:
Other Exam determines 100% of the final mark.
Within the Other Exam category, the following assignments need to be completed:
The course is evaluated by means of permanent evaluations. The students receive specific tasks on the various topics which are rated by the teachers. A total of 4 tasks - 1 per topic - is provided to the students where the students complete and report the tasks.
This offer is part of the following study plans:
Research Master of Gerontological Sciences: Standaard traject