(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
Schedule
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
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.