111年第1學期-6190 時間序列分析專題（一） 課程資訊

評分方式

評分項目	配分比例	說明
Report I	50
Report II	50

教育目標

This course will introduce fundamental theories and methods in time series analysis and forecasting. Topics include three basic approaches to generating forecasts: regression-based methods, heuristic smoothing methods, and general time series models.

課程概述

This course will cover fundamental theories and methods in time series analysis. The emphasis is to understand the basic characteristics of time series data, investigate the application of time series models, and experience in analyzing time series.

基本資料

選修課，學分數：3-0
上課時間：三/5,6,7[M438]
修課班級：統計博3
修課年級：年級以上
選課備註：

參考書目

Introduction to Time Series Analysis and Forecasting, Second Edition, by Douglas Montgomery, Cheryl L. Jennings, Murat Kulahci.