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Main
UQU Programs
Actuarial Science and Financial Mathematics

Time series

MTH4607
3 hours English

Time series

Time Series
MTH3605 Regression Analysis
3 hours Two requisites
1 Review of regression and needed topics of inferential statistics
2 Financial time series and their characteristics
3 Analysis of trends using regression methods and residual analysis
4 Models for Stationary Time Series; Moving Average, Autoregressive process
5 Models for Nonstationary Time Series; ARIMA and Seasonal ARIMA model
6 Forecasting, prediction limits and updating forecasts. / ARIMA (p, d, q) models: Autocorrelation and partial autocorrelation functions - identification of appropriate model
7 Fitting models with real and simulated data sets. Diagnostic checks on the residuals
8 Application of time series analysis on real world data
1.1 Mapped to: K1

Explain the knowledge and understanding of data analysis models and techniques about time series component (trends seasonality) by developing statistical inferences of the regression model and ARMA, ARIMA Processes.

Teaching Strategy Lectures Discovery and oral questions Cooperative Learning
Assessment Methods Assignments Quiz Midterm Final Exam
1.2 Mapped to: K3

Develop and describe fundamental advantages and necessity of forecasting in various situations using different correlation and fitting models.

Teaching Strategy Lectures Discovery and oral questions Cooperative Learning
Assessment Methods Assignments Quiz Midterm Final Exam
2.1 Mapped to: S1

Identify different techniques in the data analysis to decompose and smooth times series

Teaching Strategy Lectures Tutorials Cooperative Learning
Assessment Methods Assignment Quiz Midterm Final Exam Report
2.2 Mapped to: S2

Formulate time series models for forecasting real life problems.

Teaching Strategy Lectures Tutorials Cooperative Learning
Assessment Methods Assignment Quiz Midterm Final Exam Report
2.3 Mapped to: S3

Effectively communicate, justify, and defend your work related to time series analysis and forecasting both orally and writing reports about the findings.

Teaching Strategy Lectures Tutorials Cooperative Learning
Assessment Methods Assignment Quiz Midterm Final Exam Report
3.1 Mapped to: V1

Collaborate effectively both independently and in teams on actuarial science-related issues, while demonstrating a commitment to lifelong learning.

Teaching Strategy Lectures Cooperative Learning
Assessment Methods Assignment Oral Presentation Survey
3.2 Mapped to: V2

Maintain confidentiality, comply with internal processes and professional standards, and effectively manage conflicts of interest within actuarial disciplines.

Teaching Strategy Lectures Cooperative Learning
Assessment Methods Assignment Oral Presentation Survey
Assessment
Weight
Homeworks, Quizzes, Mini projects
20%
Midterm
30%
Final Exam
50%
Total
100%