This module provides a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field. An important topic in Business Analytics, the module develops the theoretical knowledge and the practical implementation skills of different techniques. The module also covers the criteria where different approaches apply.
Indicative Syllabus:
Basic Time Series Theory for series containing a tendProbability Models for Time SeriesAutocorrelation and Autocovariance functionsFitting an autoregressive processFitting a moving average processThe Box-Jenkins Seasonal ModelForecasting : Univariate procedures – Exponential Smoothing, Box-Jenkins and Holt-Winters forecasting proceduresIntroduction to Bivariate processes
The module will be delivered using a combination of lectures, laboratories and tutorials. Emphasis is placed on problem-solving and business application.
| Module Content & Assessment | |
|---|---|
| Assessment Breakdown | % |
| Formal Examination | 50 |
| Other Assessment(s) | 50 |