本課程著重於實務應用導向的預測模型介紹，首先瞭解何謂預測的概念，爾後介紹當代的預測方法應用，最後進行實務案例的預測研究分析。上課除了各種計量預測方法的介紹外，也會透過計量程式的操作示範實際案例加速同學理解，最後會請同學完成一份實務預測應用的研究報告作為本課程的學習成果展現，並冀望學生日後可以應用到實務工作或是理財規劃等相關規劃。
本課程包含下列幾個模型與應用主題：Trend and Seasonality, ARIMA model, GARCH model, Relative Standards for Point Forecasts, Regression-Based Forecast Combination, Interval Forecast Combination, Point Forecasts From Forward Markets。This course focuses on introducing the prediction model directed by the practical application. First, we understand the concept of prediction, then introduce the application of contemporary prediction methods, and finally conduct prediction research and analysis of practical cases. In addition to introducing various measurement prediction methods, the course will also accelerate students' understanding through the operation of the measurement program to demonstrate actual cases. Finally, we will ask students to complete a research report on practical prediction application as the development results of this course, and hope that after their birthdays, we can Apply to related plans such as practical work or financial planning.
This course contains several of the following models and application topics: Trend and Seasonality, ARIMA model, GARCH model, Relative Standards for Point Forecasts, Regression-Based Forecast Combination, Interval Forecast Combination, Point Forecasts From Forward Markets.
本課程著重於實務應用導向的預測模型介紹，首先瞭解何謂預測的概念，爾後介紹當代的預測方法應用，最後進行實務案例的預測研究分析。上課除了各種計量預測方法的介紹外，也會透過計量程式的操作示範實際案例加速同學理解，最後會請同學完成一份實務預測應用的研究報告作為本課程的學習成果展現，並冀望學生日後可以應用到實務工作或是理財規劃等相關規劃。
This course focuses on introducing the prediction model directed by the practical application. First, we understand the concept of prediction, then introduce the application of contemporary prediction methods, and finally conduct prediction research and analysis of practical cases. In addition to introducing various measurement prediction methods, the course will also accelerate students' understanding through the operation of the measurement program to demonstrate actual cases. Finally, we will ask students to complete a research report on practical prediction application as the development results of this course, and hope that after their birthdays, we can Apply to related plans such as practical work or financial planning.
Book: Forecasting in Economics, Business, Finance and Beyond, Edition 2017.
Author:Francis X. Diebold
Copyright: Free to download
book: forecasting in economics, business, finance and beyond, edition 2017.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 課堂參與(含出席率與作業) 課堂參與(含出席率與作業) Class participation (including attendance and operation) |
35 | |
| 期中文獻報告 期中文獻報告 Chinese report |
25 | |
| 期末報告期末報告 Final report |
40 |
