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Time Series and Forecasting - Subject Overview

This document provides information about the MAT3014 Time Series & Forecasting course. It includes details about the lecturer Dr. Janet Eh Kim Mlii and her consultation hours, an overview of the course content which involves analyzing time series models and forecasting techniques. It lists the assessment components and due dates which include a quiz, mid-term test, assignment, and group project. References for the course are also provided. Other issues covered are forming student groups, determining assessment dates, and replacement classes for public holidays.

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Lit Jhun Yeang Benjamin
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194 views5 pages

Time Series and Forecasting - Subject Overview

This document provides information about the MAT3014 Time Series & Forecasting course. It includes details about the lecturer Dr. Janet Eh Kim Mlii and her consultation hours, an overview of the course content which involves analyzing time series models and forecasting techniques. It lists the assessment components and due dates which include a quiz, mid-term test, assignment, and group project. References for the course are also provided. Other issues covered are forming student groups, determining assessment dates, and replacement classes for public holidays.

Uploaded by

Lit Jhun Yeang Benjamin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MAT3014 Time Series & Forecasting

D R . J AN E T E H K I M M L I I ([email protected])

N U B AE - 7 1 2 , E X T. 7 2 2 6

C O N S U LTAT I O N :
M O N D AY & T U E S D AY: 2 - 4 P M
Subject Overview
Subject Learning Outcome:

Analyse the mathematical concepts of time series and forecasting


Describe various time series models and forecasting techniques
Analyse the components of time series for better forecasting of future values
Apply time series and forecasting techniques on real data (using Excel and R)

MAT3014 Time Series & Forecasting


Subject Overview
Lecture: Monday 11.30 am – 1.30 pm
Thursday 10.30 am – 12.30 pm
Workshop: Tuesday 10.30 am – 11.30 am

Tutorials/Practical and Workshop start on week 1.


No classes during week 5.

COURSEWORK ASSESSMENT DATES:

Assessment Date Due Date Feedback


Quiz 1 - (10%) Week 2 (?) - Week 3
Mid-term Test (20%) Week 4 (?) - Week 6
Assignment (10%) Week 1 Week 6 or 7 Week 7
(19,20 or 26 Feb)
Group Project (10%) Week 1 Week 6 (18 Feb) Week 7

MAT3014 Time Series & Forecasting


References
1. Notes
2. R.H. Shumway and D.S. Stoffer (2011), Time Series Analysis and its Applications with R Examples,
Springer.
3. P.J. Brockwell and R.A. Davis (2009), Time Series : Theory and Methods, 2nd Edition, Springer.
4. F. X. Diebold (2004), Elements of Forecasting, 3rd Edition, Thomson South-Western
5. C. Chatfield (2004), The Analysis of Time Series : An Introduction, 6th Edition, Chapman & Hall/CRC.
6. P.J. Brockwell and R.A. Davis (2002), Introduction to Time Series and Forecasting, 2nd Edition, Springer.

MAT3014 Time Series & Forecasting


Other Issues
1. Form groups of 5-6 members within the same tutorial group.
Submit names by Thursday 21st January 2016 (W2), during lecture.

2. Determine the date and time:


◦ Quiz (W2) – ?
◦ Mid-term test (W4) – 2 Feb ?

3. Replacement Class
- Thaipusam (25 Jan)
- CNY (8 Feb)
- CNY (11 Feb)

MAT3014 Time Series & Forecasting

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