MAT005 - Time Series and Forcasting
Forecasting methods are utilised in a range of industries and are important tools for both Statisticians and Operational Researchers. This module will introduce the students to time series models and associated forecasting methods. It will demonstrate how such models and methods can be implemented to analyse time series data, and for students to appreciate the different fields of applications. Computer workshops will allow students to build and experiment with practical forecasting tools using data from a variety of applications.
The following books are recommended texts for this module:-
Makridakis S, Wheelwright SC and Hyndman RJ. Forecasting: Methods and Applications (Wiley).
Wei WWS. Time Series Analysis (Addison-Wesley).