 | Study programme 2017-2018 | Français | |
 | Forecasting Methods | ||
Activité d'apprentissage à la Faculty of Science |
| 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 |
Content of Learning Activity
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
Type of Teaching Activity/Activities
- Cours magistraux
- Travaux pratiques
- Travaux de laboratoire
- Etudes de cas
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)