Time series
4 points * First semester * Clayton * Prerequisites: MAT2020, MAS2011, MAS2032, GAS3751
Objectives On the completion of this subject students will have a knowledge of some of the important theoretical and applied aspects of time series analysis and forecasting; understand the knowledge required not only for the methods and techniques, but also for applying the time series methods to practical problems in various areas of human activity; have practical experience by being exposed to problems based on real data; be able to use computing packages such as MINITAB for time series analysis.
Synopsis Introduction to time series, smoothing techniques, stationary and non-stationary time series, seasonal and non-seasonal time series, ARIMA models, using MINITAB for time series analysis.
Assessment Examinations (1.5 hours): 70% * Assignments: 30%
Recommended texts
Chatfield C The analysis of time series: An introduction, 4th edn, Chapman and Hall, 1989
Cryer J D Time series analysis Duxbury, 1986
Hyndman R J and Grunwald G K Forecasting and modelling time series Bethel Publications, 1996
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