Aller à : contenu haut bas recherche
 
 
EN     FR
Vous êtes ici:   UNIL > HEC Inst. > HEC App. > SYLLABUS
 
 

Forecasting II

  • Teacher(s):  
  • Course given in: English
  • ECTS Credits:
  • Schedule: Spring Semester 2018-2019, 3.0h. course (weekly average)
  •  sessions
  • Related programmes:
    Master of Science (MSc) in Management, Orientation Marketing

    Master of Science (MSc) in Management, Orientation Business Analytics

    Maîtrise universitaire ès Sciences en management, Orientation Behaviour, Economics and Evolution

    Master of Science (MSc) in Management, Orientation Strategy, Organization and Leadership

 

Objectives

This lecture is the practical part related to Forecasting 1. The students, organized in groups, will analyze time series data applying Forecasting 1 techniques (exponential smoothing, ETS, ARIMA, etc.). The emphasis will be on

  • Data representation and exploratory analysis
  • Modelling strategy (model choice)
  • Relevent forecasting

Contents

Upon success, the student will be able to

  • Select and test several methods to analyze and forecast time series data
  • Use R to make exploratory analysis (graphs and tables), to make statistical modeling (model fit and inference) and to forecast time series.
  • Produce and present a report of the analysis

References

Hyndman & Athanasopoulos (2014), available online at http://otexts.org/fpp2

Pre-requisites

THIS COURSE CAN ONLY BE TAKEN IN PARALLEL TO FORECASTING 1

Evaluation

First attempt

Exam:
Without exam (cf. terms)  
Evaluation:

One final report: 60% of the grade

One final presentation: 40% of the grade

Retake

Exam:
Without exam (cf. terms)  
Evaluation:

A complement to the report will be asked.

The final report is 100% of the grade.



[» go back]           [» courses list]
 
Search


Internef - CH-1015 Lausanne - Suisse  -   Tél. +41 21 692 33 00  -   Fax +41 21 692 33 05
Swiss University