| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) |
|---|---|---|---|
| I-MARO-016 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 12 | 12 | 0 | 0 | 0 | Q1 |
Contents
univariate time series (decomposition: trend, seasonality, cyclic component); ARIMA models and Box-Jenkins methodology ; exponential smoothing; overview of multivariate time series.
Required Reading
Required Learning Resources/Tools
Not applicable
Recommended Reading
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
C. Chatfield, The analysis of time series, Chapman and Hall, 1989
G. Mélard, Méthodes de prévision à court terme, Editions de l'Université Libre de Bruxelles et Editions Ellipses, 1990
Mode of delivery
- Face to face
Term 1 Assessment - type
- Presentation and works
- Written examination
Term 1 Assessment - comments
Written exam: knowledge and understanding of the theory (50%)
Report on the study of a time series using a statistical software and a discussion of the report with the student(50% of the marks)
Term 2 Assessment - type
- N/A
Term 2 Assessment - comments
Not applicable
Term 3 Assessment - type
- Presentation and works
- Written examination
Term 3 Assessment - comments
Same as Term 1. Possibility of improving the report on the analysis of a time series, if needed.
The marks for the work may be rolled over from first to second session if above 50%.
Resit Assessment - Term 1 (B1BA1) - Comments
Not applicable
Type of Teaching Activity/Activities
- Cours (cours magistraux; conférences)
- Travaux pratiques / travaux de laboratoire / exercices de création et recherche en atelier / projet sur ordinateur /études de cas