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CO907 Quantifying uncertainty and correlation in complex systems

Module Leader: Stefan Grosskinsky (Mathematics, Complexity)

The module runs in the second half of term 1, weeks 6 to 10.

Lectures: Tue 11-1, Fri 10-12

Classes: Tue 2-4, Fri 2-4

Location: D1.07 in Zeeman Building (Complexity Science seminar room)


Viva: Fri 6.12. in D1.07, timetable


Taken by students from:

Code Degree Title Year of study core or option credits
P-F3P4 Complexity Science MSc

1

core

12 CATS

P-F3P5 Complexity Science MSc+PhD

1

core

12 CATS

P-F3P6/7 Erasmus Mundus Masters in Complex Systems

1

optional core

6 ECTS


Context: This is part of of the Complexity DTC taught programme.


Module Aims:

This module aims to provide students with an introduction to basic techniques for data analysis, statistical modelling and inference, time-series forecasting and quantification of uncertainty.


Syllabus:

  1. Introduction to probability and Bayes' rule, data and error bars, statistical models.
  2. Statistical inference and fitting a model to data, Maximum Likelihood Estimation, curve fitting and linear regression, model selection, statistical significance.
  3. Spectral methods: Fourier series and applications, Discrete Fourier Transform, spectral analysis of time-series data, using the Fast Fourier Transform.
  4. Models of time-series data, fitting models to timeseries data and forecasting.
  5. The module will include a group project which will challenge the students to apply the techniques covered in the lectures to make concrete predictions from particular data sets.


Illustrative Bibliography:

C.M. Bishop, Pattern Recognition and Machine Learning, Springer 2006

J.D. Hamilton, Time Series Analysis, Princeton University Press 1994

G.E.P. Box, G.M. Jenkins and G.C. Reisel, Time Series Analysis: Forecasting and Control, Prentice Hall 1994


Teaching:

Lectures per week

2 x 2 hours

Classwork sessions per week

2 x 2 hours

Module duration

5 weeks

Total contact hours

40

Private study and group working

60


Assessment information 2013 / 2014:

Week

Assessment

Issued

Deadline

how assessed

%credit

1/2

Problem sheet #1

8.11.
19.11.

written script

20

3/4

Problem sheet #2

17.11.
4.12.
written script 30

5

Oral Examination

6.12.

Oral examination

50