Course Details
Subject {L-T-P / C} : CS3078 : Time Series Analysis Laboratory { 0-0-2 / 1}
Subject Nature : Practical
Coordinator : Sibarama Panigrahi
Syllabus
Module 1 : |
1. Data Preprocessing: Missing Value Imputation, Normalization, Outlier detection and treatment, Trend, Seasonality and Cyclic component treatment.
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Course Objective
1 . |
Learn techniques for handling missing values, normalization, outlier detection, and treatment in time series data. |
2 . |
Gain proficiency in visualizing time series data to identify patterns, trends, and seasonality. |
3 . |
Understand the principles and assumptions underlying classical statistical time series forecasting models. |
4 . |
Explore the application of machine learning algorithms in crisp and fuzzy time series forecasting. |
Course Outcome
1 . |
1. Proficient in pre-processing time series.
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Essential Reading
1 . |
Robert H. Shumway and David S. Stoffer, Time Series Analysis and Its Applications: With R Examples, Springer |
2 . |
Walter Enders, Applied Econometric Time Series, Wiley |
Supplementary Reading
1 . |
Rob J Hyndman and George Athanasopoulos, Forecasting: Principles and Practice, OTexts |
2 . |
Douglas C. Montgomery, Cheryl L. Jennings, and Murat Kulahci, Introduction to Time Series Analysis and Forecasting, Wiley |
Journal and Conferences
2 . |
Journal of Forecasting, Wiley |
1 . |
International Journal of Forecasting, Elsevier |