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04-modeling-time-series.md

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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

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

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

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

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

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