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 12	Introductions and Course Overview	Join Slack Workspace
L2	M1	Jan 17	Intro to Time Series Analysis, Intro to R and RStudio, Github, R Markdown	A01
L3	M2	Jan 19	Autocovariance and autocorrelation function
L4	M2	Jan 24	Partial autocorrelation function ACF and PACF in R
L5	M2 M3	Jan 26	ACF, PACF and plots in R Trend Component Estimation	A02
L6	M3	Jan 31	Seasonal Component - Stochastic vs Deterministic Trend
L7	M3	Feb 2	Trend and Seasonal component estimation in R	A03
L8	M3	Feb 7	Stationarity Tests: Mann Kendall, Spearman, Augmented Dickey Fuller	A04
L9	M4	Feb 9	Outlier types, detection, how to handle missing data	A05
L10	M4	Feb 14	A3 Solution Finish outliers in R
L11	M5	Feb 16	Intro to the Traditional Box & Jenkins Models - ARIMA family Stationary Models: AR and MA process
L12	M5	Feb 21	A4 Solution AR and MA order (poll) ARIMA(p,d,q) Models
L13	M5	Feb 23	ARIMA(p,d,q) Fitting ARIMA Models in R	A06
L14	M6	Feb 28	A5 Solution Seasonal ARIMA and Periodic ARMA Models	A07
L15	M6 / M7	Mar 2	Finish SARIMA in R Intro to Forecasting Averaging Techniques
L16	M7	Mar 7	Forecasting with ARIMA Models Forecasting in R
L17	M8	Mar 9 (remote assynchronous)	Watch recodings for M8 Work on Project, Team building	Project Proposal (2-3 slides)
-		Mar 14	Spring break no class
-		Mar 16	Spring break no class
L18	M8	Mar 21	Review Model Diagnostics Review Residual Analysis and Model Selection Model Performance in R	A08
L18	M9	Mar 23	Model Performance in R State-Space Models Bayesian Statistics	A08
L20	M9	Mar 28	State Space Models in R Go over Forecasting Competition Forecasting higher frequency time series	A09 - part I
L21	M10	Mar 30	Advanced Forecasting Models in R	A09 - part II
L22	M11	Apr 4	TBATS models in R Scenario Generation	Work on project/competition
L23	M11	Apr 6	Scenario Generation in R Course Recap Course Evaluation	Work on project/competition
L24	-	Apr 11	Final Project Presentations Presentation Schedule	Work on project
-	-	Apr 13	MEM Symposium - no class	Work on project
L25	-	Apr 18	Final Project Presentations Presentation Schedule	Submit project and competition knitted files