Brief Course Description
1. Course Title:
(EN) Time series analysis and forecasting
2. Language of Instruction:
English
3. Course Code:
MAT608013
4. Credits:
3
5. Course Objectives:
The course Time Series Analysis and Forecasting aims to provide knowledge on basic and advanced time series forecasting models and methods. The course also aims to equip students with the skills to use statistical software in building, estimating, and testing time series models, as well as applying these models in forecasting.
6. Brief Description of Course Content:
The Time Series Analysis course provides the theory and applications of time series analysis methods for both stationary and non-stationary series This course helps students understand deeply the characteristics of each model. Students can build, test and compare to choose the most appropriate model for forecasting, seasonal patterns. This course alsi introduce the spectral analysis and spectral estimation.