Monash University Computing & Information Technology handbook 1995

Copyright © Monash University 1995
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MAT2532

Forecasting

P Wright

4 points * 2 hours of classes and laboratory classes per week * Second semester * Peninsula * Prerequisite: A first-year mathematics subject

Several methods for forecasting time series are introduced. Software packages are used extensively. The topics will include regression, smoothing methods, seasonal methods, Box-Jenkins methods.

Assessment

Test and assignment: 40% * Examinations (1.5 hours): 60%

Recommended texts

Montgomery D C and others Forecasting and time series analysis 2nd edn, McGraw-Hill, 1990


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