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
L4 M2 Jan 23 Partial autocorrelation function
ACF and PACF in R
File “M2_ACF_PACF_Complete.Rmd”
Temperature Example in Exccel
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
L8 M3 Feb 6 A3 solution
Stochastic vs Deterministic Trend
L9 M3 Feb 8 Stationarity Tests- Mann Kendall
Augmented Dickey Fuller
R file: “M3_TrendSeasonality_Complete.Rmd”
L10 M4 Feb 13 A4 solution
Outlier types and detection
How to handle missing data
L11 M4 Feb 15 Outliers in R files: “M4_MissingDataAndOutliers_Example1.Rmd”
Intro to the Traditional Box Jenkins Models - ARIMA family
Stationary Models: AR and MA process
L12 M5 Feb 20 A5 solution
AR and MA models
L13 M5 Feb 22 ARIMA(p,d,q) Models
Fitting ARIMA Models in R
R file: “M5_ARIMAModels_AfterClassFeb22.Rmd”
L14 M6 Feb 27 Seasonal ARIMA and Periodic ARMA Models
R file: “M5_ARIMAModels_ClassFeb27.Rmd”
L15 M6 Feb 29 A6 solution
Finish SARIMA in R

R file: “M6_SeasonalARIMA_AfterClassFeb29.Rmd”
L16 M7 Mar 5 Intro to Forecasting
Averaging Techniques
Forecasting with ARIMA Models
L17 M7 Mar 7 Forecasting in R
R file: “M7_Intro_Forecasting_AfterClassMar7.Rmd”
- - 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