Time Series and Forecasting**

A.Y. 2024/2025
6
Max ECTS
40
Overall hours
SSD
SECS-P/05
Language
English
Learning objectives
Forecasting time series data is of critical importance for a variety of decision-makers, and this course will focus on methodologies that can be applied to developing models for forecasting time series in a multitude of settings and applications.
Expected learning outcomes
Upon completing this module, you will have the skills to:
1. Construct and validate both univariate and multivariate time series models.
2. Leverage time series models for forecasting future values.
3. Assess and compare forecasts generated by various models.
4. Generate point and density forecasts.
Single course

This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.

Course syllabus and organization

Single session

Responsible
Lesson period
First trimester
SECS-P/05 - ECONOMETRICS - University credits: 6
Lessons: 40 hours
Professor: Bastianin Andrea
Professor(s)
Reception:
Tuesday 13-16
MS Teams (please send email for confirmation)