Time Series Analysis & Forecasting2019-08-15T09:13:04+00:00


Modern methods for time series analysis, modelling and forecasting (with R)

In analysing time series one searches for structures and patterns to describe and explain the underlying process. But also for ways to forecast future values, based on adequate models fitted, or to research the effects of alternative scenarios.

Time series occur in a wide range of disciplines, from business, economic and social sciences to biomedical and engineering contexts. This course handles current methods for time series analysis, modelling and forecasting.

Apart from the traditional methods for trend and seasonal decomposition of time series, more advanced statistical techniques available for these tasks, both in the time-domain and in the frequency domain are discussed and underlying principles are explained.

This training is organized by PAO Techniek en Management, in cooperation with TU/e

In this course:

  • You gain insight in current approaches for time series analysis, modelling and forecasting, specifically:
    • Exponential Smoothing models (Simple, Holt, Holt-Winter)
    • Box-Jenkins models (ARMA, ARIMA, SARIMA)
    • Multivariate time series for correlated series (dynamic regression and VARMA models)
  • You learn to analyse, model and validate time series data with the representative statistical software R
  • You learn to use the models obtained for time series analysis forecasting and scenario analysis.

Intended for:
Academics, professionals, teachers at universities and higher professional educational institutes, who have to analyse and predict time series data in their work.
Knowledge of basic statistical techniques like testing, estimating and regression modelling is assumed.

At the request of the participants this course can be taught in Dutch or English.

Training duration:
3 days

Dhr. Dr. J.J.M. Rijpkema (Technische Universiteit Eindhoven (TU/e)

Location and costs:
Location: Eindhoven, on or near Technische Universiteit campus, within walking distance from railway station
Costs: € 1.890,00 excl. VAT

Dates 2019:
Day 1 : March 18
Day 2 : March 25
Day 3 : April 01


Martijn van Raamsdonk
Sales Representative Academy

T: +31 (0)40 851 4611
E: academy@holland-innovative.nl

Beoordeling door klanten: 8.4/10 - 155 beoordelingen