ST318 : Time Series Analysis and Forecasting

Department

Department of Statistics

Academic Program

Bachelor in Statistics

Type

Compulsory

Credits

04

Prerequisite

ST209

Overview

Knowledge of time series analysis and methods of forecasting.

· Learn about the properties of data and how to work with them.

· How to choose the appropriate model for time series using statistical programs.

· Developing the student's skills in using Yox Jenkins models in data analysis.

Intended learning outcomes

2. (Course intended learning outcomes)

a. Knowledge (& understand)

A.1

The student is introduced to the types of time series and their uses.

A.2

The student can build a mathematical model of some problem.

A.3

The student should be able to use forecasting methods.

A.4

The student should be able to learn some special programs to conduct the necessary analyzes of the information system.

In. (Mental skills)

B.1

The student should link some time series and the possibility of using them to solve work-related problems.

B.2

The student should distinguish between the types of time series and how to deal with them.

B.3

Developing the student's ability to search and use the Internet.

B.4

The student should propose appropriate solutions to time series problems.

c. (Practical & Professional Skills)

C.1

The student acquires the skill of analyzing time series and how to predict them.

C.2

Depth in dealing with the concepts of time series and the application of these concepts in understanding the theories related to them.

C.3

Develop the skills of using computer programs in finding solutions to relevant issues and analyzing them.

C.4

Ability to self-read and solve problems at hand.

W. (Generic and transferable skills)

D.1

Ability to analyze and interpret results

D.2

The student should be able to use programming methods

D.3

Ability to communicate with colleagues

D.4

Ability to work as a team in solving certain statistical problems.

Teaching and learning methods

Lectures

· Exercises

· Ready-made statistical programs

Methods of assessments

(Assessment table)

Rating No.

Evaluation methods

Evaluation Duration

Evaluation weight

Percentage

Rating Date (Week)

Reviews

First Assessment

First exam

3

20

20%

Sixth week

Second Assessment

Second exam

3

20

20%

Twelfth week

Third Assessment

Practical exam

4

10

10%

Week Fourteen

Final Evaluation

Final Exam

4

50

50%

Commitment to the final schedule

Total

100 degree

100%

(Course contents )

Scientific topic

Number of Hours

Lecture

laboratory

Number of weeks

Introduction to time series models and methods associated with data analysis and inference.

15

9

6

3

Autoregression (AR), Moving Averages (MA), ARMA and ARIMA.

15

9

6

3

Static and non-static processes, seasonal processes.

15

9

6

3

Autocorrelation and partial autocorrelation functions.

8

5

3

1.5

Define models and estimate parameters.

5

3

2

1

Diagnostic examination of equipped models and forecasting.

7

4

3

1.5

ARIMA Seasonal Time Series Forecasts and Models

5

3

2

1

(References )

Bibliography

Publisher

Version

Author

Where it is located

Rapporteur notes

Explanatory note prepared by the course instructor

Textbooks

Time Series Analysis with Applications in R.

2nd

Cryer, J. and Chan, K.

Library

Help Books

Scientific Journals

Internet Sites

Other