Following on from Times Series Analysis 1, this module provides further understanding of 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.
Regression Analysis and Forecasting
Exponential Smoothing Methods
Stationary and Non-Stationary Times Series Models, The General ARIMA Model
Intervention Analysis and Outlier Detection
Transfer Function Models
Time Series Regression and GARCH Models
Learning will occur in a combination of lectures, practical laboratory sessions and tutorials.
- Lectures: Teach concepts.
- Discussions: Encourage understanding.
- Projects: Apply concepts to problems.
- Labs: Provide hands-on experience.
- Case studies: Illustrate real-world applications
| Module Content & Assessment | |
|---|---|
| Assessment Breakdown | % |
| Other Assessment(s) | 100 |