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EĞİTİM

MATLAB ile Zaman Serilerinin Modellenmesi

KOD SM22
  • Eğitimin Süresi 1 Gün
  • Eğitimin Düzeyi Temel Orta İleri
  • Kimler KatılmalıMühendisler, Tasarımcılar, Akademisyenler, Öğrenciler
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EĞİTİM AMAÇLARI

This one-day course provides a comprehensive introduction to time-series modeling using MATLAB® and Econometrics Toolbox™. The course is intended for economists, analysts and other financial professionals with prior experience of MATLAB who require to develop and maintain time-series models. The course is designed to follow the standard Box-Jenkins procedure for developing time-series models. High-level course themes include:

  • Preprocessing time-series data
  • Identifying long-term and seasonal trends in time-series data
  • Testing data stationarity using hypothesis tests
  • Creating and fitting ARIMA and GARCH time-series models to a data set
  • Comparing different model fits for the same data
  • Analyzing model dynamics using Monte Carlo simulations
  • Forecasting data using fitted models

EĞİTİM İÇERİĞİ

Section 1 Preparing Data for Model Fitting
Section 2 Model Selection and Fitting
Section 3 Evaluating Model Appropriateness
Section 4 Forecasting and Simulation

 

ÖN GEREKSİNİMLER

  • MATLAB for Financial Applications
  • Knowledge of time-series modeling concepts.

Yaklaşan Eğitimler