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Course and Unit Catalogue 2012

Armidale, New South Wales, AUSTRALIA

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200720082009201020112012

STAT503 Advanced Topic in Statistics C

Updated: 08 April 2011

Unit Information
Additional Information

Credit Points	6
Offering	Not offered in 2012
Intensive School(s)	None
Supervised Exam	There is no UNE Supervised Examination.
Pre-requisites	candidature in a postgraduate award and permission of head of school
Co-requisites	None
Restrictions	None
Notes	None
Combined Units	None
Coordinator(s)	Robert Murison (rmurison@une.edu.au)
Unit Description	Spectral methods in statistics. The unit will provide theory and practice in analysing signals using Fourier and wavelet transforms. Statistical package R will be used. Topics are stochastic integrals, filtering, stochastic d.e.'s, non-stationary signals.
Materials	Text information will be published prior to commencement of the teaching period.
Disclaimer	Unit information may be subject to change prior to commencement of the teaching period.

Assessment

Assessment information will be published prior to commencement of the teaching period.

Learning Outcomes (LO)

Upon completion of this unit, students will be able to:

learn the properties of stochastic integrals in order to make inference about the signal using estimates;
use Fourier analysis for 2nd order stationary stochastic processes;
appreciate the fractal nature of some signals and use wavelets to analyse these;
learn introductory material on stochastic differential equations;
acquire skill in applying filters to signals; and
know the mathematical theory that underpin signal analyses.

Graduate Attributes (GA)

	Attribute	Taught	Assessed	Practised
1	Knowledge of a Discipline Knowledge of the discipline is imparted by lecture, on-line material and by notes, and it is assessed by practical computer workshops, tutorials, as well as by written assignments and written examination.
2	Communication Skills Communication skills are addressed primarily in the tutorial but are assessed in the quality of written work, where typeset assignment solutions are required. These skills are also tested in the computer practical sessions.
3	Global Perspectives The historical and modern development of spectral methods is mainly addressed in the lecture stream of this unit.
4	Information Literacy All students doing this unit are required to submit assignment solutions using a mathematical typesetting package.
5	Life-Long Learning The content of this unit will need to be used frequently by all students who wish to pursue a career in statistics or its application.
6	Problem Solving As this is essentially the reason for statistics being a discipline, problem solving is not only covered in lectures, but forms the basis of tutorials, practical and assignment activities.