نظرة عامة على البرنامج

University Program Information

The university offers various programs across different faculties and schools. The programs are designed to provide students with a comprehensive education and training in their chosen field.

##Faculties and Schools

• HEALTH
  • Lyon Est Faculty of Medicine
  • Faculty of Medicine and Mathematics Lyon Sud - Charles Mérieux
  • Faculty of Odontology
  • Institute of Pharmaceutical and Biological Sciences
  • Institute of Rehabilitation Sciences and Techniques
• SCIENCE AND TECHNOLOGY
  • National Higher Institute of Teaching and Education
  • University Institute of Technology Lyon 1
  • Institute of Financial Science and Insurance
  • Lyon Observatory
  • Polytech Lyon
  • UFR STAPS (Sciences and Techniques of Physical and Sports Activities)
  • UFR FS (Chemistry, Mathematics, Physics)
  • UFR Biosciences (Biology, Biochemistry)
  • GEP (Electrical Process Engineering - Component Department)
  • IT (Component Department)
  • Mechanics (Component Department)

Diplomas and Degrees

• Diploma diagram
• License
• Master
• Doctorate
• PURPOSE: University Bachelor of Technology
• Professional License
• DES: State Diploma in Health
• DEUST: S&T University Studies Diploma
• DI: Engineering degree
• DIU: Inter-University Diploma
• DU: University diploma
• AEU: Certificate of University Studies

Unit of Teaching: Temporal Series

Description

The course aims to present statistical methods related to time series: smoothing, deseasonalization, and forecasting.

Objectives

• Understand and mobilize a wide range of sciences and techniques
• Identify and analyze customer needs
• Proposes an adapted solution in the field of Applied Mathematics, taking into account environmental constraints
• Interact with the environment in a professional and civic manner

Program

• Descriptive time series analysis (seasonal decomposition, exponential smoothing)
• Model a random time series: second-order process, stationarity, autocovariance function, autocorrelation function, partial autocorrelation function, spectral density
• Univariate processes: MA, AR, ARMA, ARIMA, SARIMA, ARCH, GARCH
• Practice SARIMA models (Box-Jenkins methodology): identification, estimation, verification, validation, comparison

Educational Supports

• Brockwell, P. & Davis R., Introduction to Time Series and Forecasting, Springer, 1996
• Bosq D., Lecoutre J-P., Analysis and prediction of time series. Parametric and non-parametric methods, Masson, 1992
• Aragon, Y., Time series with R: Methods and cases, Springer, 2011

Evaluation Methods

• Written exams (QCM, theoretical knowledge, problem-solving)
• Individual oral interviews
• Autonomous tutored work
• Reports on practical work (individual or group)

Course Details

• Number of credits: 3 ECTS
• Apogee code: PL8015MM
• Type of teaching:
  • Lectures (CM): 24 hours
  • Directed work (TD): 9 hours
  • Practical work (TP): 12 hours
  • Independent project duration (PRJ): 3 hours
  • Personal tutored activity (student): 6 hours
  • Supervised tutored activity (teacher): 3 hours
  • Student Tutoring Hours: 6 hours

Prerequisites and Objectives

• Applied Mathematics course, valid L3 level
• Acquired intermediate learning and skills:
  • Understand and mobilize a wide range of sciences and techniques
  • Identify and analyze customer needs
  • Proposes an adapted solution in the field of Applied Mathematics, taking into account environmental constraints
  • Interact with the environment in a professional and civic manner

Course / Specialty / Sector / Option

• DI mention: Applied mathematics: Applied mathematics

Last Update

• Date of last update: 04/14/2025