Outline - STA4005B Course Outline 1. Course title and...

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STA4005B Course Outline Page 1 of 3 1. Course title and description Course title: STA4005B Time Series January 2008 Instructor: Professor WU, Ka Ho (LSB 112) Teaching Assistants: Mr CHAN Kin Kwok (LSB G32) , Mr JIANG Xuejun (LSB 108) Time and Venue (Lecture): M5 (LSB LT4), F2-3 (LSB LT4) Time and Venue (Tutorial): To be announced Description: Time series analysis is undoubtedly an important technique which is widely used in various fields such as business, economics and engineering. There are two major objectives in time series analysis. The first one is to investigate the mechanism of the process that generates an observed time series. The second one is to forecast the future observations based on an observed time series. The objective of this course is to provide an introduction to time series and forecasting. The statistical package SPlus and other software (e.g. Excel) will be used to analyze time series data. 2. Learning outcomes After finishing the course, students should be able to understand the model-building strategy including 1. model specification 2. model fitting 3. model diagnostics forecast the future observations based on an observed time series use statistical software to analyze time series data 3. Course Content Topic Contents/ concepts Introduction and fundamental concepts.
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Outline - STA4005B Course Outline 1. Course title and...

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