Бакалавриат
2025/2026
Анализ временных рядов
Статус:
Курс обязательный (Прикладной анализ данных)
Где читается:
Факультет компьютерных наук
Когда читается:
3-й курс, 3, 4 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Контактные часы:
120
Course Syllabus
Abstract
This course is conducted at Data Science and Business Analytics program and is provided to 3rd-year undergraduates who have studied a course covering basic probability and statistical inference. This course introduces concepts of the time series. The course requires basic knowledge in probability theory and linear algebra. It introduces students to the modeling, quantification and analysis of uncertainty. The main objective of this course is to develop the skills needed to do empirical research in fields operating with time series data sets. The course aims to provide students with techniques and receipts for estimation and assessment of quality of economic models with time series data. The course will also emphasize recent developments in Time Series Analysis and will present some open questions and areas of ongoing research.