Search results for: AUTOREGRESSIVE INTEGRATED MOVING AVERAGE

• TIME SERIES MODELING (PG_00063724)

  e-Learning Courses

  • P. Paradowski

  Effectively uses in-depth knowledge of economic time series analysis methods, applying the results of analyzes to formulate forecasts. Subject contents: 1. Classical time series analysis (trend, cyclical fluctuations) 2. Exponential smoothing models 3. Holt and Winters model 4. Stochastic processes and time series 5. Characteristics of stochastic processes 6. Process spectrum autocorrelation functions 7. Study of the stationarity...