Class Proposed Schedule

The proposed schedule below is subject to change. My initial plan is to cover all the material listed here but I might modify it if extra time is needed for some particular topics. I will update this table as needed during the semester.

Lecture	Module	Date	Topic	Homework
L1	M1	Jan 11	Introductions and Course Overview	Join Slack Workspace and A01
L2	M1	Jan 16	Intro to Time Series Analysis, Intro to R and RStudio, Github, R Markdown	A01
L3	M2	Jan 18	TSA Applications in Energy and Environment Autocovariance and autocorrelation function R file “M2_ACF_PACF.Rmd”	Run “M2_ImportingData_CSV_XLSX.Rmd” and A02
L4	M2	Jan 23	Partial autocorrelation function ACF and PACF in R File “M2_ACF_PACF_Complete.Rmd” Temperature Example in Exccel	A02
L5	M3	Jan 25	Trend Component Estimation	A03
L6	M3	Jan 30	Seasonal Component Estimation	A03
L7	M3	Feb 1	Trend and Seasonal component estimation in R “M3_TrendSeasonality_AfterClassFeb1”	A03
L8	M3	Feb 6	A3 solution Stochastic vs Deterministic Trend	A04
L9	M3	Feb 8	Stationarity Tests- Mann Kendall Spearman Augmented Dickey Fuller R file: “M3_TrendSeasonality_Complete.Rmd”	A04
L10	M4	Feb 13	A4 solution Outlier types and detection How to handle missing data	A05
L11	M4	Feb 15	Outliers in R files: “M4_MissingDataAndOutliers_Example1.Rmd” “M4_MissingDataAndOutliers_Example2.Rmd” Intro to the Traditional Box Jenkins Models - ARIMA family Stationary Models: AR and MA process	A05
L12	M5	Feb 20	A5 solution AR and MA models	A06
L13	M5	Feb 22	ARIMA(p,d,q) Models Fitting ARIMA Models in R R file: “M5_ARIMAModels_AfterClassFeb22.Rmd”	A06
L14	M6	Feb 27	Seasonal ARIMA and Periodic ARMA Models R file: “M5_ARIMAModels_ClassFeb27.Rmd”	A07
L15	M6	Feb 29	A6 solution Finish SARIMA in R R file: “M6_SeasonalARIMA_AfterClassFeb29.Rmd”	A07
L16	M7	Mar 5	Intro to Forecasting Averaging Techniques Forecasting with ARIMA Models	A07
L17	M7	Mar 7	Forecasting in R R file: “M7_Intro_Forecasting_AfterClassMar7.Rmd”	A07
-	-	Mar 12	Spring break no class	-
-	-	Mar 14	Spring break no class	-
L18	M8	Mar 19	Model Diagnostics Residual Analysis and Model Selection Go over Final Project folder	A09 - Part I: Project Proposal (2-3 slides)
L18	M8	Mar 21	A07 solution Model Performance in R R file: “M8_ModelPerformance_ClassMar21.Rmd” Go over Forecasting Competition	A08 - part I
L20	M10	Mar 26	Advanced Forecasting Models Forecasting higher frequency time series R file: “M10_AdvancedForecastingModels.Rmd”	A08 - part I
L21	M10	Mar 28	Advanced Forecasting Models in R Bayesian Statistics	A08 - part II
L22	M9	Apr 2	State-Space Models R file: “M9_StateSpaceModels.Rmd”	A08 - part II
L23	M9	Apr 4	Adding exogenous regressors in R Scenario Generation in R R file: “M10_ScenatioGeneration_ClassApr4.Rmd”	Work on project/competition
L22	M11	Apr 9	Scenario Generation with ARIMA in R R file: “M10_ScenatioGeneration_Complete.Rmd” Course Recap Course Evaluations	Work on project/competition
L23	-	Apr 11	MEM Symposium - no class	Work on project/competition
L24	-	Apr 16	Final Project Presentations Presentation Schedule	Work on project/competition