1997 QUT Handbook

■ MAB929 TIME SERIES & STATISTICAL
FORECASTING
Trend and seasonal effects; stationarity; linear models; recursive
methods; linear and non-linear forecasting; state
space models; Kalman filter; frequency domain; spectral estimation;
dynamical systems and chaos; applications to epidemics,
finance, environment; statistical computing for time
series.
Courses: IF34, IF42, IF44, IF58, MA34, SC30, SC60, SC80,
IF49, IF71
Prerequisites: MAB303, MAB304, MAB647, MAB648
Credit Points: 12 Contact Hours: 4 per week
■ MAB933 MATHEMATICAL BIOLOGY
Population ecology, using both discrete and continuous models;
predator-prey interactions; enzyme kinetics; epidemics and
developmental biology.
Courses: IF34, IF58, IF71, MA34, SC30
Prerequisites: MAB601, MAB612, MAB632
Credit Points: 12 Contact Hours: 4 per week
■ MAB941 MATHEMATICAL MODELLING IN
ECONOMICS
Differential and difference equations in economic dynamics;
multi-market equlibrium; equilibrium of dynamic macroeconomic
models; stability; optimal control theory.
Courses: IF34, IF58, IF71, MA34, SC30
Prerequisites: MAB642
Corequisites: MAB601
Credit Points: 12 Contact Hours: 4 per week
■ MAB942 OPTIMISATION METHODS
Numerically based algorithms for function optimisation and
non-linear equation solving; classical methods of optimising
non-linear functions with non-linear inequality constraints;
global optimisation strategies.
Courses: IF34, IF42, IF44, IF58, IF71, MA34, SC30, SC80
Prerequisites: MAB601, MAB618
Credit Points: 12 Contact Hours: 4 per week
■ MAB960 PROJECT WORK
Projects vary in nature and may involve the collection and
evaluation of mathematical techniques in some field of interest
or the formulation of a problem of interest and the derivation
of a solution. Practical community/industry orientated
projects are encouraged. Each project is undertaken by a student,
or group of students, and is supervised by a member of
staff who provides guidance throughout the duration of the
project.
Courses: IF34, IF58, IF71, MA34, SC30
Prerequisites: Successful completion of at least 192 credit
points including at least two units from List D of the course
requirements
Credit Points: 12 Contact Hours: 4 per week
■ MAB970 PROBABILITY THEORY &
STOCHASTIC PROCESSES
Probability measures, conditional probability; distributions and
random variables. Convergence of random variables; strong
and weak laws of large numbers; central limit theorems.
Markov processes: birth and death, queues; epidemics; inference.
Point processes: marked point processes; filtered processes;
inference, simulation. Branch process.
Courses: IF34, IF44, IF58, IF71, MA34, SC60, SC30, SC80,
IF49
Prerequisites: MAB647
Credit Points: 12 Contact Hours: 4 per week
■ MAB971 ADVANCED MATHEMATICS OF
FINANCE
Background to investment, investment objectives and philosophy;
stochastic interest rates, modern portfolio theory, CAPM,
APT; operations of futures and options markets. Mathematical
aspects of pricing derivative securities.
Courses: IF34, IF58, IF71, MA34, SC30, SC60, SC80
Prerequisites: MAB641
Credit Points: 12 Contact Hours: 4 per week
754
■ MAB973 PARTIAL DIFFERENTIAL EQUATIONS
Derivation of first and second order partial differential equations;
solution of partial differential equations by characteristics,
separation of variables and Laplace and Fourier transforms;
a study of Schrodinger’s wave equation.
Courses: IF34, IF42, IF44, IF58, IF71, MA34, SC30, SC60,
SC80, IF49
Prerequisites: MAB601 or MAB602, MAB612
Credit Points: 12 Contact Hours: 4 per week
■ MAB974 SAMPLING & SURVEY TECHNIQUES
Random sampling; estimates; design of questionnaires; data
quality and errors in surveys; systematic, cluster and double
sampling plans; imputation techniques; alternatives to household
surveys.
Courses: IF34, IF42, IF58, IF71, MA34, SC30, SC60, SC80
Prerequisites: MAB647, MAB648
Credit Points: 12 Contact Hours: 4 per week
■ MAB975 ORDINARY DIFFERENTIAL
EQUATIONS & CHAOS
Ordinary differential equations; eigenvalues of systems of
ordinary differential equations; system stability using phase
plane portraits; bifurcations; chaotic systems; analytic and
numerical solution of equations describing systems with singular
and chaotic behavour; iterative maps; Mandelbrot and
Julia-type fractals.
Courses: IF44, SC60, SC80, IF49
Prerequisites: MAB601, MAB612, MAB911
Credit Points: 12 Contact Hours: 3 per week
■ MAB976 RELIABILITY & SURVIVAL ANALYSIS
Failure rates; life distributions and inference; extreme values;
fitting tails; flood data; IFR, NBU; system reliability; censored
sampling; Cox’s proportional hazards model; competing
hazards.
Courses: SC60, SC80, IF49
Prerequisites: MAB647, MAB648
Credit Points: 12 Contact Hours: 3 per week
■ MAB977 SCHEDULING & NETWORKS
Inventory systems, production planning and scheduling: aggregate
planning and master scheduling, requirement planning,
LP, LDR and SDR techniques. Scheduling problems,
sequencing problems, flow-shop and job shop scheduling problems.
Network flows.
Courses: SC60, SC80 Prerequisites: MAB927, MAB928
Credit Points: 12 Contact Hours: 3 per week
■ MAB978 STATISTICAL SIGNAL PROCESSING &
IMAGE ANALYSIS
Signal processing; time domain; Kalman filtering and prediction.
Frequency domain: spectral representation of stationary
processes. Inference for the spectrum of a stationary process.
The cross spectrum. Spectral representation of multivariate
stationary time series. Prediction in the frequency domain.
Statistical image analysis: spatial processes. Regression and
spatial auto-correlation. Two dimensional spectral analysis,
two dimensional filtering and image enhancement. Image
compression.
Courses: IF44, SC60, SC80, IF49 Prerequisites: MAB929
Credit Points: 12 Contact Hours: 3 per week
■ MAB979 STATISTICAL MODELLING & DATA
ANALYSIS
Multivariate analysis concepts; multivariate normal and estimation,
multivariate graphical techniques, discriminant
analysis, principal components, factor analysis, clustering
methods. Modern data analysis techniques: including decision
trees, the bootstrap and other resampling techniques,
generalised additive models, and Monte Carlo Markov
Chains.
Courses: SC60, SC80, IF49 Prerequisites: MAB601,
MAB907
Credit Points: 12 Contact Hours: 3 per week
■ MAB981 APPLIED STATISTICAL INFERENCE
Modern approaches to data analysis and inference; estimat-