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732G06 Time Series Analysis

Working plan


LINKÖPINGS UNIVERSITET

732G06 Time Series Analysis

Institutionen för datavetenskap

Fall semester 2008

Statistik, ANd

Working plan

 

 

Working plan

Week

Contents

Reference

735, 736

Time series regression

Chapter 6

 

737

Decomposition models

Chapter 7 (7.1-7.2)

 

738

Exponential smoothing

Chapter 8 (8.1-8.4)
and Chapter 9 (9.1-9.2)

 

739-740

Autoregressive-Moving average models (ARMA)

Chapter 9

 

741

Model selection and forecasting for ARMA

Chapter 10

 

742

Seasonal ARMA-models

Chapter 11

 

743, 744

Project work

 

 


Page responsible: Anders Nordgaard
Last updated: 2008-06-27