During this course you will learn and practice modern approaches to time series analysis, modeling and forecasting.
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.
During this course you will learn, in a hands-on manner:
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.
Kennis van statistische basistechnieken zoals toetsen, schatten en regressiemodellering wordt bekend verondersteld. Praktische voorbeelden zijn in R.
Do you want to follow the course in English? Please mention this in the remarks field when you register.
“For me, teaching means sharing knowledge and passion, inspiring and fascinating people through the application of statistics.”
Bij een incompany cursus wordt het programma in samenspraak vastgesteld.
Hieronder zie je een voorbeeldprogramma.
• Introduction to the Course:
Objectives, Terminology, General Approach, Overview, Statistical Software, Data Resources, References.
Spectral Analysis in a Nutshell, Correlogram & Spectrum, Relation between Time Domain and Frequency Domain
Naïve Prediction Models,
Simple Exponential Smoothing Models for Stationary Series and Holt’s Exponential Smoothing Models for Series with Trend: Model Estimation, Verification and Validation. Case Studies and Assignments.
Stochastic Processes, Purely Random Processes, Random Walks, Moving Average Processes: MA(q), Autoregressive Processes: AR(p). Mixed ARMA(p,q) Models for Stationary Series, ARIMA Models for Series with Trend, SARIMA Models for Series with Trend and Seasonality.
ARMA Model Identification, Estimation, Verification and Validation for Stationary series. Case Studies and Assignments.
ARIMA and SARIMA Model Identification, Estimation, Verification and Validation for Series with Trend and/or Seasonality. Automatic Model Selection, Model Forecasts. Case Studies and Assignments.
Bivariate Processes, Cross Covariance & Correlation, Cross Spectrum, Linear Systems, Identification & Transfer Function, Multivariate Modeling & Forecasting, Scenario Analysis: “What-If….” forecasts
Topics treated, Procedures covered, Expectations: Aims and Restrictions, Next Steps.
“For me, teaching means sharing knowledge and passion, inspiring and fascinating people through the application of statistics.”
Deze cursus wordt incompany georganiseerd, er zijn dus geen data ingepland. Neem contact op met de programmamanager voor de mogelijkheden voor jouw organisatie.
In de periode oktober-december 2024 wordt deze cursus ook aangeboden als open inschrijving. Indien je interesse hebt in individuele deelname, neem dan contact op met onze programmamanager.
Are several employees interested in the same course, do you want to enrich knowledge with the entire team or focus on your own practice? Then an in-company course could be interesting. We are happy to think along with you about the possibilities. PAOTM has extensive experience in organizing in-company courses in many technical fields for a wide range of companies. You can choose to have an existing course organized in-company for multiple employees. However, if you have a specific organizational or departmental issue, we can also design a unique course. For every customized request, we search our network at universities, knowledge institutes and the business community for the right teachers who can provide your team with the desired knowledge. We then put together a course based on your training needs, learning needs and organizational goals.
Curious about the possibilities? Contact one of our program managers or complete the form below. We are happy to make you a suitable offer.
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