Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.

LEARNING OUTCOMES

After completing the course the student understands basic principles of time series modelling and forecasting with them, knows several approaches to time series predictions, and can apply the acquired knowledge in various applications.

 

Credits: 6

Schedule: 07.01.2025 - 12.02.2025

Teacher in charge (valid for whole curriculum period):

Teacher in charge (applies in this implementation): Lauri Viitasaari

Contact information for the course (applies in this implementation):

CEFR level (valid for whole curriculum period):

Language of instruction and studies (applies in this implementation):

Teaching language: English. Languages of study attainment: English

CONTENT, ASSESSMENT AND WORKLOAD

Content
  • valid for whole curriculum period:

    Topics covered include general idea and principles of making predictions, time series modelling and model selection, conditional expectation, non-parametric methods, and parametric methods including AI methods.

Assessment Methods and Criteria
  • valid for whole curriculum period:

    Home assignments and the exam.

Workload
  • valid for whole curriculum period:

    Lectures, exercises and the exam.

DETAILS

Study Material
  • valid for whole curriculum period:

    Lecture slides and other material provided to the students during the course.

Substitutes for Courses
Prerequisites

FURTHER INFORMATION

Further Information
  • valid for whole curriculum period:

    Teaching Language: English

    Teaching Period: 2024-2025 Spring III
    2025-2026 Spring III