Time series and forecasting
A.A. 2025/2026
Learning objectives
Forecasting time series data is of critical importance for a variety of decision-makers, and this course will focus on methodologies that can be applied to developing models for forecasting time series in a multitude of settings and applications.
Expected learning outcomes
Upon completing this module, you will have the skills to:
1. Construct and validate both univariate and multivariate time series models.
2. Leverage time series models for forecasting future values.
3. Assess and compare forecasts generated by various models.
4. Generate point and density forecasts.
1. Construct and validate both univariate and multivariate time series models.
2. Leverage time series models for forecasting future values.
3. Assess and compare forecasts generated by various models.
4. Generate point and density forecasts.
Periodo: Primo quadrimestre
Modalità di valutazione: Esame
Giudizio di valutazione: voto verbalizzato in trentesimi
Corso singolo
Questo insegnamento non può essere seguito come corso singolo. Puoi trovare gli insegnamenti disponibili consultando il catalogo corsi singoli.
Course syllabus and organization
Edizione unica
Edizione non attiva
SECS-P/05 - ECONOMETRIA - CFU: 6
Lezioni: 40 ore