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The University of Southampton
Courses

MATH6011 Forecasting

Module Overview

The module will introduce students to time series models and associated forecasting methods.

Aims and Objectives

Learning Outcomes

Learning Outcomes

Having successfully completed this module you will be able to:

  • Formulate time series models and construct Python-based versions.
  • Use Python functions built in various libraries to fit and analyse such models to data
  • Appreciate both the capabilities and the limitations of such computer-based techniques
  • Produce well-structure assignment reports describing problem formulation and solution

Syllabus

Time Series Models: Decomposition, Analysis and Removal of Trends and Seasonality Exponential Smoothing Methods: Single Exponential, Holt and Holt-Winters Methods Simple and Multiple Regression Techniques Box-Jenkins Methods for ARIMA models

Learning and Teaching

Teaching and learning methods

Lectures and computer workshops.

TypeHours
Teaching16
Independent Study58
Total study time74

Resources & Reading list

Rob J Hyndman and George Athanasopoulos (2012). Forecasting: principles and practice. 

Makridakis, S., Wheelwright, S.C. and Hyndman, R.J. (1998). Forecasting: Methods and Applications. 

Anderson, R.A., Sweeney, D.J. and Williams, T.A. (1994). An Introduction to Management Science. 

Phuong Vothihong, Martin Czygan, Ivan Idris, Magnus Vilhelm Persson & Luiz Felipe Martins (2017). Python: End to End Data Analysis. 

Draper, N.R. and Smith, H. (1981). Applied Regression Abalysis. 

Gilchrist, W.G. (1976). Statistical Forecasting. 

Wetherill, GB. (1981). Intermediate Statistical Methods. 

Janert, P.K. (2011). Data Analysis with Open Source Tools. 

Assessment

Summative

MethodPercentage contribution
Coursework 100%

Repeat

MethodPercentage contribution
Coursework 100%

Referral

MethodPercentage contribution
Coursework 100%

Repeat Information

Repeat type: Internal & External

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