Time Series Analysis and Forecasting

Postgraduate | 2026

Course page banner
Mode icon
Mode
Mode
Your studies will be on-campus, and may include some online delivery
On campus
area/catalogue icon
Area/Catalogue
STAT 6002
Course ID icon
Course ID
204969
Campus icon
Campus
Mawson Lakes, Adelaide City Campus East
Level of study
Level of study
Postgraduate
Unit value icon
Unit value
6
Course owner
Course owner
School of Mathematical Science
Course level icon
Course level
2
Work Integrated Learning course
Work Integrated Learning course
No
Study abroad and student exchange icon
Inbound study abroad and exchange
Inbound study abroad and exchange
The fee you pay will depend on the number and type of courses you study.
Yes
University-wide elective icon
University-wide elective course
Yes
Single course enrollment
Single course enrolment
Yes

Course overview

This course aims to provide students with a comprehensive understanding of time series data and the statistical methods required to analyse temporal patterns. Students will explore forecasting models such as ARIMA, exponential smoothing, and machine learning techniques tailored to time series data. They will gain practical experience in building models, evaluating their accuracy, and making data-driven decisions based on temporal trends. Furthermore, students will assess the ethical implications of time series data and forecast applications, ensuring they integrate responsible data practices when developing real-world solutions.

Course learning outcomes

  • Apply fundamental time series analysis techniques to identify and model trends, seasonality, and noise within temporal data
  • Develop and evaluate ARIMA, SARIMA, and exponential smoothing models for forecasting time series data
  • Use machine learning models to forecast complex time series data and compare their performance to traditional methods
  • Interpret and assess the accuracy of time series models using appropriate evaluation metrics
  • Critically evaluate the ethical considerations in time series forecasting, ensuring responsible and unbiased applications of temporal models

Availability

Census date Icon
Census date
Fri 04/09/2026
Enrol by date
Enrol by date
Fri 21/08/2026
Last day to W
Last day to W
Fri 18/09/2026
Last day to WF
Last day to WF
Fri 16/10/2026

Class details

Adelaide City Campus East

Class number
Class number 58110
Section
Section FR01
Size
Size 25
Available
Available 25
Dates Days Time Campus Location Instructor
6 Aug - 24 Sep Thursday 9:10am - 11am Adelaide City Campus East Napier, 102
15 Oct - 12 Nov Thursday 9:10am - 11am Adelaide City Campus East Napier, 102
Class number
Class number 59130
Section
Section PR01
Size
Size 30
Available
Available 30
Dates Days Time Campus Location Instructor
4 Aug - 22 Sep Tuesday 9:10am - 10am Adelaide City Campus East Engin and Maths Sciences, 106
13 Oct - 10 Nov Tuesday 9:10am - 10am Adelaide City Campus East Engin and Maths Sciences, 106
Class number
Class number 59129
Section
Section PR02
Size
Size 30
Available
Available 30
Dates Days Time Campus Location Instructor
4 Aug - 22 Sep Tuesday 11:10am - 12pm Adelaide City Campus East Engin and Maths Sciences, 106
13 Oct - 10 Nov Tuesday 11:10am - 12pm Adelaide City Campus East Engin and Maths Sciences, 106
Class number
Class number 59128
Section
Section PR03
Size
Size 30
Available
Available 30
Dates Days Time Campus Location Instructor
4 Aug - 22 Sep Tuesday 2:10pm - 3pm Adelaide City Campus East Ingkarni Wardli, 2.36
13 Oct - 10 Nov Tuesday 2:10pm - 3pm Adelaide City Campus East Ingkarni Wardli, 2.36
Class number
Class number 59127
Section
Section PR04
Size
Size 30
Available
Available 30
Dates Days Time Campus Location Instructor
3 Aug - 21 Sep Monday 12:10pm - 1pm Adelaide City Campus East Nexus10, 228
12 Oct - 9 Nov Monday 12:10pm - 1pm Adelaide City Campus East Nexus10, 228
Class number
Class number 59126
Section
Section PR05
Size
Size 30
Available
Available 30
Dates Days Time Campus Location Instructor
5 Aug - 23 Sep Wednesday 11:10am - 12pm Adelaide City Campus East Ingkarni Wardli, 2.36
14 Oct - 11 Nov Wednesday 11:10am - 12pm Adelaide City Campus East Ingkarni Wardli, 2.36

Prerequisite(s)

  • must have completed all of MATHX105 Data Taming and Prediction/STAT5020 Statistical Foundations for Data Science and Artificial Intelligence

Corequisite(s)

N/A

Antirequisite(s)

N/A

Fee calculator

To display course fees, please select your status and program below:

We’re updating this Fee Calculator. It currently shows fees for programs only. Please check the relevant program for full fee details.

Study Abroad student tuition fees are available here.

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.

The Student Contribution amount displayed below is for students commencing a new program from 2021 onwards. If you are continuing in a program you commenced prior to 1 January 2021, or are commencing an Honours degree relating to an undergraduate degree you commenced prior to 1 January 2021, you may be charged a different Student Contribution amount from the amount displayed below. Please check the Student Contribution bands for continuing students here. If you are an international student, or a domestic student studying in a full fee paying place, and are continuing study that you commenced in 2025 or earlier, your fees will be available here before enrolments open for 2026.

Degree list
The following degrees include this course