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Forecasting and Analysing Time Series using Kalman filter methods within OxMetrics™ TBA
Contents Course Description Timberlake Consultants Ltd, the distributor and publisher of the OxMetrics™ software, would like to invite you to attend a three-day course, in Washington DC. This course will discuss the ideas of analyzing, modeling and forecasting time series using Structural Time Series Models and more general unobserved components time series models. The course will give an in-depth treatment of this methodology of time series analysis and how it can be implemented using the OxMetrics™ module STAMP™ and the SsfPack™ packages. Participants may want to combine this course with one or more of the following courses/events: The course - Several major advances in time series, forecasting and software engineering have occurred in the past years. These advances have provided a major breakthrough in the modelling of time series using easy-to-use object-oriented Windows-based software. This course aims to provide participants with a thorough understanding of structural time series models, unobserved components, state space, the Kalman filter, signal extraction and forecasting. It further demonstrates how this innovative modeling and forecasting methodology can be implemented in real-life business, industry and government situations. The course also pays attention on how to interpret and report results using the STAMP™ and SsfPack™ software packages. However, you do not need to be a STAMP™ user. Developers of other software packages, e.g. EViews™, ForecastPro, have followed the work done by the STAMP™ and SsfPack™ developers when implementing this type of models. Participants are invited to send their own data in Excel format prior to the start of the course. Who should attend? - Structural time series models find application in many subjects, including, economics, finance, sociology, management science, biology, geography, meteorology, transportation, tourism and engineering. The course is, therefore, suitable for anyone who works with time series data in business, industry and government or for those who teaches time series at universities. Only a basic knowledge in regression and time series analysis is assumed. Familiarity with the software is not required. If you want to get some familiarity with the software prior to the course, please request a demo copy. The Principal Lecturer - The principal lecturer is: http://stamp-software.com Cost - The cost of the course is:
Discounts
The cost includes course materials, course dinner, lunch, refreshments and the use of computers. The number of delegates is restricted. Please register early to guarantee your place. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department. Day 1 9.30 Coffee and registration 10.00 Welcome Introduction to Unobserved Components Time Series Models:
Hands-on session with STAMP Lunch Signal Extraction and Seasonal Adjustment:
Hands-on session with STAMP 17.00 Close Day 2: 9.30 Start Introduction to Kalman filter and state space models:
Discussion, review and some exercises Hands-on session with STAMP Lunch Analysing and Modeling Time Series:
Analysing and Modeling Multiple Time Series:
17.00 Close Day 3 9.30 Start State space methods and the Ox module SsfPack:
Hands-on session with Ox/SsfPack Lunch Applications in economics and finance using model-based approaches:
Recent Advances in State Space and Unobserved Components Review and discussion 17.00 Close Registration closes 5 calendar days prior to the start of the course. Cancellations:
For Timberlake Consultants Terms and Conditions click here Request Enrolment Form Now Back to Public Attendance Courses Copyright of Timberlake Consultants Limited Last Revised:
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