- 15 Sequences
- Advanced Level
- Starts on August 19, 2018
- Ends on December 13, 2018
FA18: Time Series Analysis
Archived
Course
en
English
120 h
This content is rated 0 out of 5
You can't access an archived course
Course details
Syllabus
Weeks 1-3: Introduction to basic concepts of time series analysis
Weeks 4-6: Introduction to the ARMA Modeling and its extension, including illustration with data examples
Week 7: Midterm 1 Examination
Weeks 8-10: Introduction to most popular multivariate time series model, the VAR model, with data examples
Weeks 11-13: Introduction to GARCH modeling for heteroskedasticity, with data examples
Week 14: Midterm 2 Examination
Weeks 15: Overview of the time series models introduced in this course along with brief description of other time series methods
Week 16: Final Examination
Weeks 4-6: Introduction to the ARMA Modeling and its extension, including illustration with data examples
Week 7: Midterm 1 Examination
Weeks 8-10: Introduction to most popular multivariate time series model, the VAR model, with data examples
Weeks 11-13: Introduction to GARCH modeling for heteroskedasticity, with data examples
Week 14: Midterm 2 Examination
Weeks 15: Overview of the time series models introduced in this course along with brief description of other time series methods
Week 16: Final Examination
Prerequisite
A sound familiarity with under/graduate statistics and probability but also basic programming proficiency, linear algebra and basic calculus. A sound familiarity with linear regression modeling.
Instructors
Nicoleta Serban
Associate Professor
Georgia Institute of Technology
Editor
The Georgia Institute of Technology
Platform
Harvard University, the Massachusetts Institute of Technology, and the University of California, Berkeley, are just some of the schools that you have at your fingertips with EdX. Through massive open online courses (MOOCs) from the world's best universities, you can develop your knowledge in literature, math, history, food and nutrition, and more. These online classes are taught by highly-regarded experts in the field. If you take a class on computer science through Harvard, you may be taught by David J. Malan, a senior lecturer on computer science at Harvard University for the School of Engineering and Applied Sciences. But there's not just one professor - you have access to the entire teaching staff, allowing you to receive feedback on assignments straight from the experts. Pursue a Verified Certificate to document your achievements and use your coursework for job and school applications, promotions, and more. EdX also works with top universities to conduct research, allowing them to learn more about learning. Using their findings, edX is able to provide students with the best and most effective courses, constantly enhancing the student experience.
This content is rated 4.5 out of 5
(no review)This content is rated 4.5 out of 5
(no review)Complete this resource to write a review