99年第1學期-1393 時間序列 課程資訊

課程分享

選課分析

本課程名額為 70人,已有68人選讀,尚餘名額2人。

評分方式

評分項目 配分比例 說明
Attendance 15 點名成積
Homework 15
Midterm 30 Written Exam 筆試
Final Report 40 期末分組報告

授課教師

黃愉閔

教育目標

The objectives of this course are (1) To understand and be able to explain elementary issues of time series data and the results coming from time series models. (2) To be able to analyze time series data with conventinal time seris models and learn relevant statistical methods. (3) To know computational skills required for analyzing time series data.

課程概述

A time series is a sequence of observations that are arranged according to the time of their outcome. Many recent applications of time series receive much of attention in financial areas. However, time series analysis has also exhibited its importance across many scientific areas for a long history and the desire of such analysis is still going on. This course is to provide introductory lessons in time series for the third and fourth year of undergraduates, who have major interests in statistics, and have finished some elementary courses, such as statistics, calculus, linear algebra and regression. The courses will be in three parts. The first part will be on the focus of regression, including a quick overall review of basics and an extension of regression modeling particularly required for time series data. The second part is aimed at the ARIMA models and seasonal models, which are traditional treatments established by Box and Jenkins. The third part is to introduce some new advances in time series or more real applications of time series models. Served as an undergraduate course, the topics will not be expected to go in great depth but to learn basic approach and to prepare background for further advanced studies.

課程資訊

參考書目

Elements of Forecasting 4th Edition, Francis X. Diebold (滄海書局代理 Tel: (04) 2708-8787)