Information sheet ECTS Syllabus
Course syllabus B1-ACR - Time series analysis (FCE - SS 2018/2019)
|University:||Slovak University of Technology in Bratislava|
|Faculty:||Faculty of Civil Engineering|
|Course unit code:||B1-ACR|
|Course unit title:||Time series analysis|
|Mode of completion and Number of ECTS credits:||Exam (4 credits)|
|- Introduction to time series analysis.
- Decomposition of time series using multivariate regression.
- Autocorrelation analysis.
- Spectral anlysis. Application of spectral analysis in one- and multi-dimensional time series analysis.
- Box - Jenkins methodology: model identification (AR, MA, ARMA, ARIMA, SARIMA), parameters estimation, model checking.
- New models in Box - Jenkins methodology (ARCH, GARCH).
- Time series prediction.
Last modification made by Ing. Peter Korčák on 02/28/2019.