Page 121 - handbook 20152016

Faculty of Science Handbook, Session 2015/2016

Medium of Instruction: References:
English 1. Brockwell, P.J. and Davis, R. A. (2002). Introduction to
nd
Time Series Analysis and Forecasting, 2 edition.
Humanity Skill: Springer.
CS3, CT3, LL2 2. Montgomery, D. C., Jennings, C. L. and Kulahci, M.
(2008) Introduction to Time Series Analysis and
References: Forecasting.
1. Roberts, C.P. & Casella, G. (200), Monte Carlo 3. Box, G.E.P., Jenkins, G.W., and Reinsel, G. (1994)
rd
Statistical Methods, Springer. Time series analysis, forecasting and control, 3
2. Ross, S.M. (1991), A Course In Simulation, Maxwell- edition. Prentice Hall.
Macmillan. 4. Makridakis, S., Wheelwright, S.C., Hyndman, R.J.
(1998) Forecasting Methods and Application, Wiley.
5. Lazim, M.A. (2001) Introductory Business Forecasting,
SIT3004 APPLIED STOCHASTIC PROCESSES A practical approach, Univision Press.
6. Bowerman, B.L., O'Connel, R.T., Boehler, A.B. (2005)
Time reversible Markov chains. Poisson processes. Forecasting, Time Series and Regression, Duxbury.
Continuous-time Markov chains and birth and death
processes. Brownian motion. Application to real-world
phenomena, such as in finance. SIT3006 FURTHER TOPICS IN REGRESSION
ANALYSIS
Assessment:
Continuous Assessment: 40% Multiple Linear Regression Model: Simultaneous Inference,
Final Examination: 60% criteria for selecting model, influence diagnostics and multi-
collinearity. Introduction to logistic regression and Poisson
Medium of Instruction: regression: maximum likelihood estimates of the
English parameters, lack of fit test, tests based on deviance and
score.
Humanity Skill:
CS3, CT3, LL2 Assessment:
Continuous Assessment: 40%
References: Final Examination: 60%
1. Ross, S. M. (2003) An introduction to probability
models, Eighth Edition, Academic press. Medium of Instruction:
2. Kao, E. P. C. (1997) An introduction to stochastic English
processes. Duxbury Press.
3. Ross, S. M. (1996) Stochastic processes, Second Humanity Skill:
Edition, John Wiley. CS2, CT2, LL3
4. Durrett, R. (2012) Essentials of stochastic processes,
Second Edition, Springer. References:
rd
1. S. Weisberg (2005). Applied Linear Regression, 3
Ed., Wiley
rd
SIT3005 TIME SERIES AND FORECASTING METHODS 2. A. Agresti (2013). Categorical data analysis, 3 Ed.
Wiley.
Introduction to time series: data, properties, examples. 3. P. McCullagh & J.A. Nelder, (1989). Generalized
nd
Linear Models, 2 Ed, Chapman & Hall.
Introduction to forecasting: Forecasting methods, errors in 4. R.H. Myers (1990) Classical and Modern Regression
forecasting, choosing a forecasting techniques, qualitative with applications, Second Edition. Duxbury/Thompson.
and quantitative forecasting techniques. 5. R.R. Hocking (2013). Method and Applications of
Linear Models: Regression and the analysis of
rd
Time series regression: Modelling trend, detecting variance, 3 Ed. Wiley.
autocorrelation, type of seasonal variation, modelling
seasonal variation, growth curve models, handling first-
order autocorrelation SIT3007 DATA ANALYSIS II

Averaging methods: Moving average, Simple exponential Introduction to different kind of data; Generalizing the linear
smoothing, tracking signals, Holt’s method, Holt-Winters regression models including nonlinear regression model,
Methods, damped trend exponential method. Linear regression in time series data, logistic regression
and Poisson regression models for categorical response
Box-Jenkins Methods: Stationary data and non-stationary data and selected topics
data, difference, autocorrelation function and partial
autocorrelation functions, non-seasonal modeling (ARIMA), Practical survey sampling: Selected case study, design of
diagnostic checking, forecasting. study, questionnaires, collecting data, data analysis, oral
ARCH and GARCH models. and written presentation
Statistical consulting: Theoretical and practical aspects of
Assessment: statistical consulting, Communication skill
Continuous Assessment: 40% Report writing
Final Examination: 60%
Assessment:
Medium of Instruction: Continuous Assessment: 50%
English Final Examination: 50%

Humanity Skill: Medium of Instruction:
CS3, CT3, LL2 English

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