DAT320 Sequential and Time Series Data Analysis

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.