- 9-10am Monday Lecture in LB01 Lloyd Building
- 4-5pm Monday Lecture in LB01 Lloyd Building
- 10-11am Friday Lecture LB04 Lloyd Building
ST3010 is a 5 ECTS module which corresponds to about 100+ hours of study time (including the 30+ hours of lectures organised on campus). For your independent personal work in ST3010, you are asked to learn to use the software R for forecasting. Other sources of information are available to help you (e.g. online ressources such as webpages, videos, MOOCs, and books in TCD libraries). Be creative and independent to build up your skills!
Playing with data is an important part of Statistics modules. Help is given on this webpage for using R in the context of time series. It is advised to do this labs on your own study time to get to be familiar with using R for forecasting.
All lecturenotes may not be available electronically. It is advised to come to classes and take notes. A few handouts will be available below. Some incomplete Lecturenotes are available.
- Group Assignment (30%)
- Exam (70%)
- Repeat Exam (100%)
There are a lot of books on time series, forecasting in the Library that are relevant to the course. Below the first book is given as an example reference. It is available in the library and most of the time series used in the labs are explained in that book.
- W1: Introduction, SES and DES algorithms.
- W2: Seasonal Holt-Winters algorithms
- Holt-Winters algorithm in Excel cowtemp and beer
- Reading R Outputs for Holt-Winters algorithms
- The Holt-Winters Approach to Exponential Smoothing: 50 Years Old and Going Strong, P. Goodwin, Foresight 2010
- Draft draft example report of time series elec in fma package done in class 07/10/2016
- W3: ACF & HoltWinters Exercises. Introduction to ARIMA.
- W4: Least Square algorithm, AR(1) models
- W5: ARIMA(p,d,q)
- W6: (Monday bank Holiday) - Friday: team work (assignment)
- W7: Reading week
- W8: AIC and BIC; ARIMA(p,d,q)
- W9: Seasonal ARIMA models
- W10: Seasonal ARIMA models, transformations of time series
W11: Exam revisions
- Feedback on Submitted assignement Part I (Friday 9/12/2016)
W12: Group work & Exam Revisions
- Monday: Exam revision - info peer review.
- Friday: Group Work