Applied Time Series Forecasting

(IM532 3.0 Applied Time Series Forecasting, Stochastic Processes, and Statistical Quality Control/ MSc in Industrial Mathematics, Department of Mathematics, University of Sri Jayewardenepura)

Course Information

Lecturer-in-charge: Dr Thiyanga Talagala

Location: Department of Mathematics, Faculty of Applied Sciences, University of Sri Jayewardenepura

Time: here


Here’s your roadmap for the semester!

Week 1: Exploring and visualizing time series using R and Beginning to model time series

📈 Slides 📚 Reading: Ch. 1 and Ch. 3 📋 Exercises

Week 2: Forecasting with (S)ARIMA models

📈 Slides 📚 Reading: Ch. 8 📋 Exercises

COVID-19 outbreak: distance learning/teaching materials.

Week 3: Theoretical derivations of linear models

! Please go to Google Classroom for up-to-date information.

📓Linear Time Series Analysis and Its Applications - Part 1: theoretical properties of AR, MA and ARMA

Week 4: ARIMA modelling using R

📈 Slides 📚 Reading 📋 Exercises

📉 Pipe operator in R

Week 5: Forecasting with Exponential smoothing models

📈 Slides 📚 Reading 📋 Exercises

Week 6: Dynamic regression models and Advanced forecasting methods

📈 Slides 📚 Reading - 9.1/ 9.2/ 9.3/ 9.5 📋 Exercises: 1-2

  • Class materials (slides, in-class activities, etc.) will be added on the day of class.