| This module deals with the theory and practice of time series analysis and short term forecasting where both data and subjective information are used. Dynamic Linear Models are introduced and provide the backbone to the course. Routine learning on the parameters, variance learning, updating, discounting, forecasting, retrospective analysis, model building using superposition, observability, combining information, model monitoring. |
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu |
