Stationary and non-stationary univariate time series. Properties of ARIMA processes. Identification, estimation and diagnostic testing of a time series models. Forecasting. Multivariate time series. Supervised learning: introduction to generalised linear models. Modelling of binary response variables, logistic regression. Supporting mathematical concepts. Statistical concepts are demonstrated and interpreted through practical coding and simulation within a data science framework.
Faculty of Engineering, Built Environment and Information Technology Faculty of Economic and Management Sciences Faculty of Natural and Agricultural Sciences
STK 210, STK 220 or WST 211, WST 221
1 practical per week, 3 lectures per week
Language of tuition
Module is presented in English
Period of presentation
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