STU33011 – Multivariate Linear Analysis

(Semester 1, 5 ECTS) Classical multivariate techniques of principal component analysis, clustering, discriminant analysis, k-nearest neighbours, and logistic regression are investigated.

STU33010 – Forecasting

(Semester 1, 5 ECTS) Introduction to Forecasting; ARIMA models, data transformations, seasonality, exponential smoothing and Holt Winters algorithms, performance measures. Use of transformations and differences.