This Time Series Modeling training course covers the fundamentals of modeling time series data, and focuses on the applied use of the three main model types used to analyze univariate time series: Exponential Smoothing, Autoregressive Integrated Moving Average with Exogenous variables (ARIMAX), and Unobserved Components (UCM).
By attending Time Series Modeling workshop, delegates will learn to:
- Create time series data
- Accommodate trend, as well as seasonal and event-related variation, in time series models
- Diagnose, fit, and interpret exponential smoothing models, arimax models, and unobserved components models
- Identify relative strengths and weaknesses of the three model types.
- An understanding of basic statistical concepts.
The Time Series Modeling class is ideal for:
- Analysts with a quantitative background as well as non-statistical analysts and domain experts who would like to augment their time series modeling proficiency
