Logo ČVUT
CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Time Series Prediction

The course is not on the list Without time-table
Code Completion Credits Range Language
20Y2PR KZ 2 2P+0C Czech
Lecturer:
Emil Pelikán
Tutor:
Emil Pelikán
Supervisor:
Department of Transport Telematics
Synopsis:

Basic methods of quantitative forecasting, causal models, time series. Model performance evaluation, describing statistics, MAE, MAPE, RMSE, entropy measures, naive models. Basic theory of the linear prediction models, covariance and correlation coefficients, smoothing methods, regression methods, Box-Jenkins methodology, statistical tests, genetics algorithms.

Requirements:

Basic knowledge of mathematical statistics.

Syllabus of lectures:
Syllabus of tutorials:
Study Objective:

Objective of the course is to introduce students to the problems of time series forecasting with a focus on different methods of prediction and evaluation of its quality. Emphasis is also placed on finding solutions to the various methods and models using concrete examples from practice.

Study materials:

Makridakis S., Wheelwright S. C., Hyndman R. J.: Forecasting: Methods and Applications, Third edition, John Willey & Sons, 1998, Anděl J.: Statistická analýza časových řad, Praha, SNTL, 1976, Box G. E. P., Jenkins G. M.: Time Series Analysis: Forecasting and Control, Holden-Day, San Francisko, Revised Edition, 1976

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2020-07-02
For updated information see http://bilakniha.cvut.cz/en/predmet24075205.html