Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture by the instructor covers the topic of Time Series, focusing on model specification, diagnostics, and forecasting. The lecture delves into identifying ARMA models, model checking, and comparing models using information criteria. It also explores forecasting methods, including mean square error and prediction errors for autoregressive and moving average processes.