GIMAS8AD | 6ICG082Modelling and Forecasting | Duration: 42 hours | ECTS Credits: 4 | Semester: S8 | ||
Course Title: Modélisation et prévision | ||||||
Person(s) in charge: Sandie FERRIGNO, Associate Professor, Frédéric SUR, Associate Professor, sandie.ferrigno@mines-nancy.univ-lorraine.fr, frederic.sur@mines-nancy.univ-lorraine.fr | ||||||
Keywords: SAS Software, linear regression, time series, smoothing, Box and Jenkins’ method | ||||||
Prerequisites: Basic notions of stochastic analysis and statistics: random variables, estimators, statistical hypothesis testing | ||||||
Objective: forecast a phenomenon, using a model based on its past and / or its context | ||||||
Program and contents: Introduction to SAS software Regression as a modelling tool:
Time series analysis and forecasting:
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Levels | Description and operational verbs | |||||
Know |
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Understand |
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Apply |
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Analyze |
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Summarise |
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Assess |
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