Sampling and Forecasting

Subject 620-374 (2009)

Note: This is an archived Handbook entry from 2009. Search for this in the current handbook

Credit Points: 12.50
Level: 3 (Undergraduate)
Dates & Locations:

This subject has the following teaching availabilities in 2009:

Semester 2, - Taught on campus.
Pre-teaching Period Start not applicable
Teaching Period not applicable
Assessment Period End not applicable
Last date to Self-Enrol not applicable
Census Date not applicable
Last date to Withdraw without fail not applicable

Lectures and practice classes.

Timetable can be viewed here. For information about these dates, click here.
Time Commitment: Contact Hours: 36 one-hour lectures (three per week) and up to 12 one-hour practice classes (1 per week)
Total Time Commitment: 120 hours total time commitment.
Prerequisites:

Statistics.
Corequisites: None
Recommended Background Knowledge: None
Non Allowed Subjects: None
Core Participation Requirements: It is University policy to take all reasonable steps to minimise the impact of disability upon academic study and reasonable steps will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact upon their active and safe participation in a subject are encouraged to discuss this with the relevant subject coordinator and the Disability Liaison Unit.

Coordinator

Dr Owen Dafydd Jones
Subject Overview:

This subject covers a range of important and generally applicable statistical methods.

Students should develop the ability to employ these methods to implement a range of practically useful statistical analyses. The following three topics will be covered:

  • sample surveys: simple random sampling; stratified sampling - optimal allocation, post-stratification; cluster sampling; ratio estimation;

  • time series and forecasting: patterns in time series; simple methods for exploratory data analysis; smoothing techniques; decomposition, trends and seasonal variation; simple forecasting methods; models for time series: stationarity, autocorrelation, ARMA processes; estimation and model fitting; and

  • re-sampling methods: jack-knife and the bootstrap; and use of the bootstrap for exploring the sampling distribution of an estimator.
Objectives: .
Assessment:

Up to 50 pages of written assignments during the semester (20%); a 3-hour written examination in the examination period (80%).
Prescribed Texts: None
Breadth Options:

This subject potentially can be taken as a breadth subject component for the following courses:

You should visit learn more about breadth subjects and read the breadth requirements for your degree, and should discuss your choice with your student adviser, before deciding on your subjects.

Fees Information: Subject EFTSL, Level, Discipline & Census Date
Notes: This subject is available for science credit to students enrolled in the BSc (pre-2008 degree only), BASc or a combined BSc course.
Related Majors/Minors/Specialisations: Mathematics and Statistics (Financial Mathematics specialisation)
Mathematics and Statistics (Statistics specialisation)

Download PDF version.