Study programme 2023-2024 | Français | ||
Streaming Data Analysis | |||
Learning Activity |
Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
---|---|---|---|---|
I-MARO-016 |
|
|
Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
---|---|---|---|---|---|---|---|
Français | Français | 12 | 12 | 0 | 0 | 0 | Q1 |
Content of Learning Activity
univariate time series (decomposition: trend, seasonality, cyclic component); ARIMA models and Box-Jenkins methodology; exponential smoothing; overview of multivariate time series.
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
C. Chatfield, The analysis of time series, Chapman and Hall, 1989
G. Mélard, Méthodes de prévision à court terme, Editions de l'Université Libre de Bruxelles et Editions Ellipses, 1990
Mode of delivery
Type of Teaching Activity/Activities
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)
Location of learning activity
Location of assessment