In analyzing time series one searches for structures and patterns to describe and explain the underlying process. But also for ways to use adequate models fitted to predict future values or to study the effects of alternative scenarios.
Time series occur in a wide range of disciplines, from business, economic and social sciences to biomedical and engineering contexts. This course treats actual methods for time series analysis, modelling and forecasting.
Apart from the traditional methods for trend and seasonal decomposition of time series, more advanced statistical techniques, both in the time-domain and in the frequency domain are discussed and underlying principles are explained.
In this course:
Academics and professionals who have to analyze and predict time series data in their work. The course is also suited for lecturers at universities or colleges of higher education who want to be informed on actual methods for time series analysis.
Knowledge of basic statistical techniques like testing, estimating and regression modelling is assumed.
In consultation with the participants this course can be taught in Dutch or English. Practical exercises are in R.
Trainer: | Dhr. Dr. J.J.M. Rijpkema (Technische Universiteit Eindhoven (TU/e)) |
Course data: | May 26 and June 2, 9, 16, 2021 |
Location: | Eindhoven |
Price: | € 2,490.00 ex. vat |
Language |
The program can be taught in English on request. |
The following topics will be treated:
“Deep dive into applied statistics in time series forecasting.”Stefan Manders (ING Bank)
“Intensive course, with practical insight into the theory of time series.”employee Coƶperatie VGZ
“The course content is presented clearly and the many methods have been structured.”employee Belastingdienst Utrecht
“This course is informative in many ways. The theoretical part is intensive.”employee Achmea Expertise
“Informative course, I want to frequently apply this in my daily work.”employee NV Nederlandse Gasunie
“Profound, theoretically substantiated well, with sufficient practical elements.”Martijn van Eeten (IHC Holland BV)
“The course was a very useful introduction on time series analysis and contains many starting points for further study.”employee Centraal Planbureau
“Nice combination of the fundamentals of time series analysis and practical skills.”employee Ministerie van Justitie en Veiligheid