MATH4826 Time Series and Forecasting (3 units)
- MATH3805 Regression Analysis
- Medium of Instruction:
The course aims at providing students with an understanding of the statistical methods for time series data whose order of observation is crucially important in depicting the background dynamics of the related social, economical, and/or scientific phenomena. The students will learn to use various time series models and techniques such as exponential smoothing, ARIMA, etc., to model and make forecasts. Corresponding programming techniques to facilitate these practices will also be introduced within the platforms of MATLAB. Case studies will be provided to make the students acquainted with the elementary techniques.
No result found.