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) |
|
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
