Time Series Analysis
Modelling and forecasting data over time: stationarity, ARIMA, seasonality and spectral analysis.
STAT-351 Year 3 3 credits 12 lessons planned ▶ Video lessons coming soon
Offered by HSM University · Statistics
Course content
- 1Time series data and their featuresComing
- 2Trend, seasonality and decompositionComing
- 3Stationarity and autocorrelationComing
- 4Autoregressive and moving average modelsComing
- 5ARIMA modelsComing
- 6Identification, estimation and diagnosticsComing
- 7ForecastingComing
- 8Seasonal modelsComing
- 9Exponential smoothing and state-space modelsComing
- 10Spectral analysisComing
- 11Volatility modelsComing
- 12Capstone: forecasting an economic or environmental seriesComing
Requirements
Recommended background. You can start any course at any time.
Description
Modelling and forecasting data over time: stationarity, ARIMA, seasonality and spectral analysis.
Part of the Science stream, typically taken in year 3.