MAT3014 Time Series & Forecasting

D R . J AN E T E H K I M M L I I (janet@sunway.edu.my)

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