Time Series and Forecasting**
A.Y. 2024/2025
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.
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.
Lesson period: First trimester
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
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
Professor(s)