ETW3420 · Monash University
Time series forecasting: Principles and practice
- Credit points
- 6
- Level
- 3
- Workload
- ≈ 12 h / week
- Faculty
- Business and Economics
What it covers
Obtaining reliable forecasts of business and economic variables is a challenging task that organisations face. With a focus on time series data, you will be introduced to forecasting methods commonly used in practice. These methods include the decomposition of time series, exponential smoothing, and ARIMA modelling. You can expect to enhance your computer skills with exercises using R.
Assessment
| Task | Type | Weight |
|---|---|---|
| 1 - Written | Written | 100% |
When and where
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Malaysia | On-campus |