Student Colloquium
 
演講者：Rung Sheng Lu (呂融昇)  (National Taiwan University)

講  題：Introduction to the Tome Series 

時  間：2015年12月25日 (星期五) 14:20 - 15:10

地  點：臺灣大學天數館304室

摘  要：
Time series occur in a variety of fields. In business and economics, we observe daily closing stock prices. In social science, we observe annual birth rates, accident rates, and various crime rates. In general, time series is a series of observations. The intrinsic property of a time series is that observations are correlated, to classify the different structures of time series, we develop various time series models. I will introduce these models to identify the time series and use these models to forecast the future values of a time series. 
I hope I will complete the following goals in this talk:
1. The concept of stationary process.
2. What are AR(p), MA(q), ARMA(p,q), ARIMA(p,d,q) models.
3. Model Identification.
4. Parameter Estimation.
5. Forecasting.

*Students are especially welcome to join the talk.