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STAT372 Stochastic Modelling

Applications of stochastic models to real-world processes observed over time and space. Topics include Poisson processes, renewal processes, Markov chains, hidden Markov models, geostatistics, spatial point processes, model fitting, forecasting and simulation.

Paper title Stochastic Modelling
Paper code STAT372
Subject Statistics
EFTS 0.1500
Points 18 points
Teaching period First Semester
Domestic Tuition Fees (NZD) $886.35
International Tuition Fees (NZD) $3,766.35

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Prerequisite
STAT 261 or STAT 270
Schedule C
Arts and Music, Science
Learning Outcomes

The aim of this paper is to introduce students to many of the statistical learning techniques that are now used to analyse high-dimensional data. Students will learn the underlying rationale for each method and gain practice in using it on real data in R.

On successful completion of the paper, students will be able to:

    1. Apply an important class of modern temporal and spatial stochastic models to real data.
    2. Describe the assumptions underlying use of each of these methods.
    3. Determine an appropriate type of stochastic models for a given analysis.
    4. Describe probabilistic forecast using stochastic processes.
    5. Critically appraise research literature in terms of the statistical methods used.
    6. Use a standard statistical programming language (R) to analyse data and simulate stochastic processes.
Contact

katrina.sharples@otago.ac.nz

Teaching staff

To be confirmed

Textbooks

To be advised

Graduate Attributes Emphasised
Global perspective, Interdisciplinary perspective, Lifelong learning, Scholarship, Communication, Critical thinking, Environmental literacy, Information literacy, Research, Self-motivation, Teamwork.
View more information about Otago's graduate attributes.

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Timetable

First Semester

Location
Dunedin
Teaching method
This paper is taught On Campus
Learning management system
Other

Lecture

Stream Days Times Weeks
Attend
A1 Monday 11:00-11:50 9-16, 18-22
Wednesday 11:00-11:50 9-16, 18-22
Friday 11:00-11:50 9-15, 18-22

Tutorial

Stream Days Times Weeks
Attend
A1 Thursday 09:00-09:50 9-16, 18-22