6 EC
Semester 1, period 2
5294AFIC6Y
Owner | Master Information Studies |
Coordinator | dr. rer. nat. Erman Acar |
Part of | Master Information Studies, track Data Science, year 1Master Information Studies, track Information Systems, year 1 |
From the beginning, students will learn how to analyze and forecast the dynamics of large-scale real-complex time-series data, from social or technological systems and forecast. Students will learn how to describe time-series prediction methods and the applications of these methods to different types of data in various contexts. Risk and uncertainty are central to forecasting and prediction; it is generally considered good practice to indicate the degree of uncertainty attaching to forecasts, and often it is necessary to provide distributional rather than point forecasts. As such, an introduction to methods for probabilistic forecasting will also be provided. Time series modeling techniques will be considered with reference to their use in forecasting where suitable. While linear models will be examined in some detail, extensions to non-linear models using machine learning approaches will also be considered for real-world problems. In the course, students will learn the theoretical concepts during the lectures as exploring different problem domains, build up their skills by practicing on assignments, and finally demonstrate their knowledge and skills by a final project.
Principles of Business Forecasting, 2nd ed. by Keith Ord, Robert Fildes, Nikolaos Kourentzes
Practical Time Series Analysis: Prediction with Statistics and Machine Learning, 1st Edición
A syllabus containing articles and chapters will be made available at the beginning of the course. The syllabus/course will cover parts of the books proposed in the literature.
R and Python
Activity |
Hours |
|
Lectures |
16 |
|
Practicals |
28 |
|
Self-study |
124 |
|
Total |
168 |
(6 EC x 28 uur) |
In TER part B of this programme no requirements regarding attendance are mentioned.
Additional requirements for this course:
Absence needs to be communicated to the course coordinator when not doing the course.
Item and weight | Details |
Final grade | |
1 (100%) Tentamen |
The course grade G is based on the quiz grades Q1, Q2, Q3, assignment grades A1, A2, and the Final Project grade FP.
If Assignment i is not submitted, Ai=0.
There will be 2 graded assignments. One is individual the other is a group (~4 people). In addition, there is a final group project where a written report should be delivered.
The 'Regulations governing fraud and plagiarism for UvA students' applies to this course. This will be monitored carefully. Upon suspicion of fraud or plagiarism the Examinations Board of the programme will be informed. For the 'Regulations governing fraud and plagiarism for UvA students' see: www.student.uva.nl
Weeknummer | Onderwerpen | Studiestof |
1 | Introduction +Decomposition and Features | |
2 | Simple Forecasting Methods _ Judgemental Forecasts | |
3 | Regression Models | |
4 | Exponential Smoothing | |
5 | ARIMA Models | |
6 | Dynamic Regression models + Hierarchical Time Series | |
7 | Advanced Forecasting Methods | |
8 | Final Project Delivery |
The schedule for this course is published on DataNose.