B.Sc. (Data Science) Time Series Analysis and Forecasting Syllabus - Mumbai University
This is the Fourth Year BSc Data Science Honours syllabus under NEP 2020, phased in one year at a time, from the academic year 2024-25. The University still sets the earlier Choice Based papers alongside it for ATKT candidates, so check which scheme your exam form names before you revise.
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Syllabus for Time Series Analysis and Forecasting
Module I: Introduction to Trend
- Introduction to times series data, application of time series from various fields - Components of a time series - Decomposition of time series. Trend: Estimation of trend by free hand curve method - method of semi averages - fitting a various mathematical curve and growth curves.
Module II: Trend and Seasonal component
- Method of moving averages – Detrending - Effect of elimination of trend on other components of the time series. Seasonal Component: Estimation of seasonal component by Method of simple averages, Ratio to Trend, Ratio to moving average and Link relatives
Module III: Forecasting
- Variate component method - Stationary Time series: Weak stationary, autocorrelation function and correlogram of moving average Forecasting: Exponential smoothing methods, short term forecasting methods: Brown’s discounted regression, Box-Jenkins Method.
Module IV: Cyclic Component
- Deseasonalization - Cyclic Component: Harmonic Analysis. Some Special Processes: Moving-average (MA) process and Autoregressive (AR) process of orders one and two - Estimation of the parameters of AR (1) and AR (2) – Yule- Walker equations. 10 Text Books 1. Kendall, M. (1976) Time Series. 2nd Edition, Charles Griffin and Co Ltd., London and High Wycombe. 2. Chatfield C. (1980). The Analysis of Time Series –An Introduction, 6th Edition, Chapman & Hall. 3. Mukhopadhyay P. (2011). Applied Statistics, 2nd ed. Revised reprint, Books and Allied 11 Reference Books 1. Shumway, R. H., and Stoffer, D. S. (2006). Time Series Analysis and Its Applications With R Examples, 2 ed. Springer, New York, NY 2. Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1994). Time Series Analysis: Forecasting and Control. Prentice - Hall, Inc., Upper Saddle River, NJ. 3. Yaffee, R. and McGee, M. (2000). Introduction to Time Series Analysis and Forecasting with Applications of SAS and SPSS. Academic Press, Inc., San Diego, CA. 12 Internal Continuous Assessment: 50% Semester End Examination: 50%
Text Books
- 1 Kendall, M. (1976) Time Series. 2nd Edition, Charles Griffin and Co Ltd., London and High Wycombe.
- 2 Chatfield C. (1980). The Analysis of Time Series –An Introduction, 6th Edition, Chapman & Hall.
- 3 Mukhopadhyay P. (2011). Applied Statistics, 2nd ed. Revised reprint, Books and Allied
- 1 Shumway, R. H., and Stoffer, D. S. (2006). Time Series Analysis and Its Applications With R Examples, 2 ed. Springer, New York, NY
- 2 Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1994). Time Series Analysis: Forecasting and Control. Prentice - Hall, Inc., Upper Saddle River, NJ.
- 3 Yaffee, R. and McGee, M. (2000). Introduction to Time Series Analysis and Forecasting with Applications of SAS and SPSS. Academic Press, Inc., San Diego, CA.
Reproduced from the University of Mumbai syllabus for B.Sc. (Data Science) under NEP 2020. Wording is as printed in that syllabus. Module numbering is as printed there too.
The complete syllabus
This subject is cut from the University circular for its year. Open a document here if you want the whole thing rather than a single subject.