Home > Time Series Analysis > Modeling time series

Module: Time Series Analysis

Topic: Modeling time series

1. Lesson: Moving average
2. Lesson: Exponential somoothing
3. Lesson: Univariate
4. Lesson: Multivariate (VAR)
5. Lesson: Assignment

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Lesson 1

Moving average

Self Learning Duration

30 mins

Lecture Duration

20 mins

Self learning content

Lecture content

Explanation of moving average with an example and use cases.

Lab and tutorials

None

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Lesson 2

Exponential somoothing

Self Learning Duration

30 mins

Lecture Duration

15 mins

Self learning content

Lecture content

Explanation of Exponential somoothingwith an example and use cases

Lab and tutorials

None

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Lesson 3

Univariate

Self Learning Duration

30 mins

Lecture Duration

15 mins

Self learning content

Lecture content

How to fit a simple AR and MA model for a time series.
Use an example and forcast some point using the model.

Lab and tutorials

None

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Lesson 4

Multivariate (VAR)

Self Learning Duration

30 mins

Lecture Duration

15 mins

Self learning content

Lecture content

Why it is important to build up a multivariate model. A simple example would be ideal.

Lab and tutorials

None

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Lesson 5

Assignment

Self Learning Duration

30 mins

Lecture Duration

15 mins

Self learning content

Lecture content

Lab and tutorials

A sample data set can be given and ask to fit a time series model.

None

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