Day 55

Objective of time series
Time Series Chart (Excel)
Time Series Chart (R)

Day 56

Time Series components
Stationary Test
Qualitative Model vs Quantitative Model
Tutorial 1

Day 57

Smoothing Techniques

• – Moving Average
  – Weighted Moving Average
  – Exponential Moving Average
  – Modified Moving Average
  – Exponential Smoothing (SES)
  – Holt’s Method (Double Exponential Smoothing)
  – Linear / Quadratic / Exponential Trend
  – Decomposition Model
  –

Day 58

Smoothing Techniques (Con’t)

• – Regression on seasonality and trend
  – Winter’s Exponential Smoothing

Day 59

Tutorial 2

Day 60

Measuring Predictive Accuracy

• – Average/Mean Error (ME/AE)
  – Mean Percentage Error (MPE)
  – Mean Absolute Error (MAE)
  – Mean Absolute Percentage Error (MAPE)
  – Root Mean Square Error (RMSE)
  – Mean Absolute Scaled Error (MASE)
• Data Partition
  Cross Validation (Time Series version)
  Tutorial 3

Day 61

Box Jenkins Methodology

Day 62

Box Jenkins Methodology (Con’t)

Day 63

Tutorial 4

Day 64

Volatile Model (ARCH & GARCH)

Day 65

Tutorial 5