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    Forecasting Time Series Data
    Go to Carnegie Mellon University
    Carnegie Mellon University

    Forecasting Time Series Data

    Carnegie Mellon University

    Carnegie Mellon University

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    United States of America, Pittsburgh

    University RankQS Ranking
    58

    Key Facts

    Program Level

    Master by Course Work

    Study Type

    Full Time

    Delivery

    On Campus

    Application Fee

    USD 75 

    Campuses

    Main Site

    Program Language

    English

    Start & Deadlines

    Next Intake Deadlines22-Aug-2022
    Apply to this program

    Go to the official application for the university

    Duration 2 year(s)
    Tuition Fee
    USD 50,320  / year
    Next Intake 22-Aug-2022

    Forecasting Time Series Data

    About

    The goal of this course is to give students an introduction to the basic time series models. The students will learn the basic summary statistics i.e. autocovariances, trends and seasonal cycles. The course will focus on forecasting observed series and the estimation of both summary statistics and parameters of time series models such as ARMA ARCH and GARCH. The students should be able to interpret the uncertainty in the forecasts and in the estimated parameters. Diagnostic statistics and model selection criteria will be presented. Observed series will be used to demonstrate the different topics. The students will be graded on a series of individual assignments and a team project. The team project will be in partnership with one other student. The final paper will report estimated models and associated forecasts for an observed time series that the students select.

    Requirements

    Entry Requirements

    GPA

    3.41

    Average

    3.43

    Median

    3.03-3.76

    Middle 80%

    English Program Requirements

    Candidates are required to demonstrate a level of competence in English to meet the admissions requirements of the university. You are required to take a TOEFL, IELTS, or Duolingo exam unless:

    • You attended an undergraduate institution, earning a bachelor’s degree, where the sole language of instruction was English.
    • You earned a graduate degree where the sole language of instruction was English. (Although not required, we do recommend that you take the English Language Proficiency exam.)

    You must request that the official score be sent from the testing agency to our program for us to verify the score entered into the application. Request that the official score be sent to us using the following codes:

    • TOEFL Program Code: Institutional Code = 2074; Departmental Code = 02
      • Pro Tip: The recommended TOEFL score is 25 on each section of the Internet-based test. The minimum TOEFL scores required to apply for admission are: Reading: 20, Listening: 20, Speaking: 20, Writing: 20
    • IELTS Program Code: Select Carnegie Mellon and the Tepper School of Business 
      • Pro Tip: The recommended IELTS score is 7 overall and 7 in each band. The minimum IELTS scores required to apply for admission are: Listening: 7, Reading: 7, Writing: 7, Speaking: 7, Overall Band: 7
    • Duolingo Program Code: Select Carnegie Mellon University – Tepper School of Business
      • Pro Tip: The recommended Duolingo English Test (DET) score is 120 overall

    Pro Tip: TOEFL and IELTS scores are valid for two years and must be valid at the time you submit your application.

    Pro Tip: If you earned a degree from a non-U.S. institution, your academic documents should state that the sole language of instruction for the entire university was English in order to be eligible for a TOEFL/IELTS/Duolingo waiver. If your academic documents don’t include this, you should upload an official letter from the University Registrar indicating English as the mode of instruction for the entirety of the degree.

    Fee Information

    Tuition Fee

    USD 50,320 

    Application Fee

    USD 75 
    Carnegie Mellon University

    Forecasting Time Series Data

    Carnegie Mellon University

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    United States of America,

    Pittsburgh

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