Subject

Introduction to Time Series Analysis

Course Title

Introduction to Time Series Analysis
Introduction to time series analysis

Code

F18L3W076

Study Programme

—

Organizer of the study programme (unit, institute, department or division)

Faculty of Computer Science and Engineering

Degree level (first, second, third cycle)

First Cycle

Academic year / semester

7 / Winter

Number of ECTS credits

Teacher

—

Prerequisites for enrolling in the course

Introduction to Random Processes or Statistical Modeling

10.

Objectives of the course programme (competences)

Familiarizing students with the analysis of arbitrary time series. The two-course introduction to types of time series covers stationary processes, spectral analysis of stationary processes, ARMA models, ARIMA and seasonal ARIMA models, and spatiotemporal methods. With the knowledge gained in the course, students will be able to analyze time series of stock market data, detect trends, predict future events, and use them to recognize various events described by time series.

11.

Course content

Stationary processes Forecasting in stationary time series Spectral analysis and filtering Introduction to ARMA and ARIMA processes Modeling and forecasting with ARMA and ARIMA processes Nonstationary and seasonal time series models Time series models for financial data Multivalued time series State-space-spatial methods Correlation and autocorrelation Statistical methods in the frequency and time domains Event recognition and prediction modeling through regression and classification

12.

Learning methods

Lectures supported by slide presentations, interactive lectures, practical classes (using equipment and software packages), teamwork, case studies, guest lecturers, independent preparation and defence of a project assignment and seminar paper, and learning in an electronic environment (forums and consultations).

13.

Total available time

6 ECTS x 30 hours = 180 hours

14.

Distribution of available time

30 + 45 + 15 + 15 + 75 = 180 hours

15.

Forms of teaching activities

15.1.	Lectures - theoretical instruction	30 hours
15.2.	Exercises (laboratory, auditory), seminars, teamwork	45 hours

16.

Other forms of activities

16.1.	Project assignments	15 hours
16.2.	Independent assignments	15 hours
16.3.	Home study	75 hours

17.

Assessment method

17.1.	Tests	10 points
17.2.	Seminar paper / project (presentation: written and oral)	15 points
17.3.	Activities and learning	10 points
17.4.	Final exam	70 points

18.

Grading criteria (points / grade)

up to 50 points	5 (five) (F)
from 51 to 60 points	6 (six) (E)
from 61 to 70 points	7 (seven) (D)
from 71 to 80 points	8 (eight) (C)
from 81 to 90 points	9 (nine) (B)
from 91 to 100 points	10 (ten) (A)

19.

Requirement for obtaining a signature and taking the final exam

Activities carried out

20.

Language of instruction

Macedonian and English

21.

Method for monitoring the quality of teaching

internal evaluation and survey mechanism

22.

Literature

22.1.	Required literature No. Author Title Publisher Year
22.2.	Additional literature No. Author Title Publisher Year