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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2020/2021

Time Series Prediction

The course is not on the list Without time-table
Code Completion Credits Range
20YPCR KZ 3 2+1
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Department of Transport Telematics
Synopsis:

Quantitative and qualitative forecasting, causal models, time-series methods, least squares\r\nestimates. Useful descriptive statistics, accuracy of forecasting methods, MAE, MAPE, RMSE, entropy measures, naive predictions (persistency). Linear forecasting models, covariance and correlation coefficients, smoothing methods, regression methods, Box-Jenkins time series methods, AR, MA, ARMA,ARIMA models. Input variable selections, statistical tests.

Requirements:
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Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2020-10-30
For updated information see http://bilakniha.cvut.cz/en/predmet23484205.html