DAT320 Sequential and Time Series Data Analysis

Credits (ECTS):10

Course responsible:Kristian Hovde Liland, Oliver Tomic

Campus / Online:Taught campus Ås

Teaching language:Engelsk

Course frequency:Yearly

Nominal workload:

  • Lectures: 40h
  • Presentation sessions: 12h
  • Q&A sessions (not compulsory): 26h
  • Portfolio assignments, self-study & exam preparation: 172h

Teaching and exam period:The course begins in the autumn parallel. The course has teaching and evaluation in the autumn parallel.

About this course

The course provides a theoretical and practical introduction to handling, processing, and analyzing data with dependence along one axis, such as sequential or time series data. The course focuses on applications from biology, industrial applications, and finance. The following topics will be covered:

  • preprocessing of time series data
  • stochastic processes and properties
  • forecasting of time series data
  • anomaly/outlier detection in time series data
  • classification/clustering in time series data

The course presents statistical and machine learning approaches. Students will learn to build effective and accurate models that, depending on the application, can contribute to several of UN's sustainability goals, among others 3, 11, 12, 14, 15.

Learning outcome

Insight into relevant problems and models to analyze sequential and time series data from statistics and machine learning perspectives. Basic understanding of properties and definitions related to time series analysis. Practical hands-on experience in preprocessing, analyzing, and interpreting results for real-world datasets.
    • Lectures
    • Assignments with presentations (paper and pencil, programming)
    • Supplementary online material
    • Q&A sessions with teaching assistants
    • Machine learning / statistics (DAT200 / STAT200)
    • Introductory programming course (INF120 or similar)
    • Basic calculus, linear algebra (MATH113 / 131 or similar)
  • Combined evaluation (A-F):

    • Portfolio evaluation of exercises including presentation during the term count 40% of the final grade.
    • Final written exam (3.5 hours) counts 60% of the final grade.

  • An external censor will participate together with the internal censor in designing the portfolio evaluation and the written exam and including evaluation guidelines. The external censor checks the internal censor's assessment of the final exams of a random selection of candidates as a calibration at certain intervals in line with the faculty's guidelines for censoring.
    • Lectures: 4h per week
    • Presentation sessions (compulsory): 3 x 4-hour-sessions (dates will be announced)
    • Q&A sessions (not compulsory): 2h per week (dates will be announced)
  • Science