- 9-10am Monday Lecture in LB01 Lloyd Building
- 4-5pm Monday Lecture in LB01 Lloyd Building
- 10-11am Friday Lecture LB04 Lloyd Building
5 ECTS module corresponds to about 100-125 hours of study time. This includes the 30+ hours of lectures organised on campus that students have to attend. 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!
Contacting the lecturer
Emails from students in my taught modules may be ignored for logistic and time management reasons. If so, please ask questions during classes or at the end.
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. Some incomplete Lecturenotes are available. Some additional slides and exercises are available Blackboard.
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 (see chapters 5 to 8 Lecturenotes and Blackboard)
- W3: ACF/PACF - Linear model, AR(1)
- W4: Least Square algorithm, AR(p) models
- W5: ARIMA(p,d,q)
W6: (Monday bank Holiday) - Friday: mock inclass test.
- Some answers of the mock test computed in R
- W7: Reading week
- 9am Monday: In-class test 25% : bring non programmable calculator.
- 4pm Monday: Backshift operator
- Friday: Ex.1 Trinity Exam 2017
W9: Seasonal ARIMA models
- Friday 24/11/2017: Presentation Instruction for Assignment + Feedback answers inclass test(s)
- W10: Seasonal ARIMA models - Transformation of time series
W11: Conclusion and exercises.
- Monday 4pm + Friday 10am: Question time (lecturer available in lecture room for questions from students)
- 9am Monday LB01: In-class test 25% : bring non programmable calculator.
- Monday 4pm Question time in Westland square lab WS3.1 for assignment (R code)
- Friday 10am: Answers Second In class test - Question time in LB04
Exam/AssessmentFirst session 100% Assessment (no exam in Trinity term 2018):
- 2 in-class tests (25% each) in weeks 8 and 12 (50 minutes, on Mondays 9am lectures). After publications of results, email lecturer if more feedback needed.
- Individual time series analysis: report + R code + time series to submit on blackboard (Monday 8th January 2018)
- Repeat Exam 100% (Michaelmas term 2018)